The following pages link to (Q4000186):
Displayed 49 items.
- Mutual excitation in Eurozone sovereign CDS (Q473225) (← links)
- Nonparametric inference of doubly stochastic Poisson process data via the kernel method (Q542959) (← links)
- Probabilistic sampling of finite renewal processes (Q654409) (← links)
- Cure-rate estimation under case-1 interval censoring (Q713819) (← links)
- The martingale method: Introductory sketch and access to the literature (Q795455) (← links)
- MDE properties of a Poisson process with discontinuous intensity. (Propriétés de l'edm pour un processus de Poisson d'intensité discontinue). (Q819849) (← links)
- On some properties of Bayesian estimators for a spatial inhomogeneous Poisson process model (Q964440) (← links)
- Diffraction of stochastic point sets: Explicitly computable examples (Q982424) (← links)
- Completely random signed measures (Q1012217) (← links)
- Nonparametric inference for sequential \(k\)-out-of-\(n\) systems (Q1029650) (← links)
- Compound processes as models for clumped parasite data (Q1042735) (← links)
- Testing of two sample proportional intensity assumption for non-homogeneous Poisson processes (Q1125525) (← links)
- Spectral density estimation for \(p\)-adic stationary processes (Q1128333) (← links)
- Limit theorems for Markov random walks (Q1314722) (← links)
- Recurring event data: A general model and related inference procedures (Q1361732) (← links)
- Estimation for renewal processes with unobservable gamma or Erlang interarrival times (Q1362184) (← links)
- Asymptotic behaviour of a number of repeated records (Q1365187) (← links)
- Nonparametric estimation of convex models via mixtures (Q1394762) (← links)
- A test of goodness of fit testing for stochastic intensities associated to counting processes. (Q1423126) (← links)
- Local asymptotic normality of truncated empirical processes (Q1807099) (← links)
- Random observations of marked Cox processes. Time insensitive functionals (Q1827063) (← links)
- A new method for proving weak convergence results applied to nonparametric estimators in survival analysis. (Q1879498) (← links)
- Weibull renewal processes (Q1895421) (← links)
- Maximum likelihood estimation for generalized semi-Markov processes (Q1911472) (← links)
- Optimal hedging of demographic risk in life insurance (Q1936833) (← links)
- Asymptotic equivalence for nonparametric regression with non-regular errors (Q1939553) (← links)
- Assessing transient carryover effects in recurrent event processes, with application to chronic health conditions (Q1940009) (← links)
- Nonparametric estimation for a two-dimensional renewal process (Q1950868) (← links)
- Brownian net with killing (Q2253860) (← links)
- Risk processes with dependence and premium adjusted to solvency targets (Q2391937) (← links)
- A Markov-switching multifractal inter-trade duration model, with application to US equities (Q2453090) (← links)
- Dworkin's argument revisited: Point processes, dynamics, diffraction, and correlations (Q2482662) (← links)
- Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process (Q2486169) (← links)
- The Correct Asymptotic Variance for the Sample Mean of a Homogeneous Poisson Marked Point Process (Q2854088) (← links)
- Moment measures of mixed empirical random point processes and marked point processes in compact metric spaces. I (Q2923408) (← links)
- Conditionally Independent Increment Point Processes (Q3014987) (← links)
- DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS (Q3126233) (← links)
- What is a multi-parameter renewal process? (Q3426325) (← links)
- Prediction of Outstanding Liabilities II. Model Variations and Extensions (Q3632873) (← links)
- Inférence par les martingales pour des processus ponctuels à compensateur discontinu (Q4527903) (← links)
- VASIČEK BEYOND THE NORMAL (Q4673672) (← links)
- Generalised shot noise Cox processes (Q4676425) (← links)
- Distribution of the amount of genetic material from a chromosomal segment surviving to the following generation (Q4819462) (← links)
- Testing Whether Interpenetration is Possible for the Grains of a Random Set (Q4857305) (← links)
- (Q4909631) (← links)
- (Q5389894) (← links)
- Intensity‐based estimation of extreme loss event probability and value at risk (Q5414534) (← links)
- Measure Distributions for Some Poisson Process Random Domains and Statistical Applications (Q5459751) (← links)
- Asymptotic normality of the minimum distance estimators for a Poisson process with a discontinuous intensity function (Q5954816) (← links)