Pages that link to "Item:Q3465933"
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The following pages link to Affine Point Processes: Approximation and Efficient Simulation (Q3465933):
Displaying 13 items.
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987) (← links)
- Pricing insurance premia: a top down approach (Q2151652) (← links)
- Precise deviations for Hawkes processes (Q2214245) (← links)
- Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues (Q2315066) (← links)
- Asymptotic Inference for Jump Diffusions with State-Dependent Intensity (Q2815596) (← links)
- Transform analysis for Hawkes processes with applications in dark pool trading (Q4554422) (← links)
- Asymptotic analysis for affine point processes with large initial intensity (Q4615660) (← links)
- An ephemerally self-exciting point process (Q5084789) (← links)
- Default Clustering in Large Pools: Large Deviations (Q5250039) (← links)
- Matrix calculations for moments of Markov processes (Q6043463) (← links)
- Staffing many‐server queues with autoregressive inputs (Q6076471) (← links)
- A variational approach to stability relative to a set of single-valued and set-valued mappings (Q6634371) (← links)
- Importance sampling for a simple Markovian intensity model using subsolutions (Q6638915) (← links)
