On the Bartlett spectrum of randomized Hawkes processes (2013)
- Authors:
- USP affiliated author: BELITSKY, VLADIMIR - IME
- School: IME
- Subject: PROCESSOS ESTOCÁSTICOS PONTUAIS
- Language: Inglês
- Imprenta:
- Source:
- Título do periódico: Mathematical Communications
- ISSN: 1331-0623
- Volume/Número/Paginação/Ano: v. 18, n. 2, p. 393-407, 2013
-
ABNT
KELBERT, Mark; LEONENKO, Nikolai; BELITSKY, Vladimir. On the Bartlett spectrum of randomized Hawkes processes. Mathematical Communications, Osijek, v. 18, n. 2, p. 393-407, 2013. Disponível em: < http://www.mathos.unios.hr/mc/index.php/mc/article/view/83/100 >. -
APA
Kelbert, M., Leonenko, N., & Belitsky, V. (2013). On the Bartlett spectrum of randomized Hawkes processes. Mathematical Communications, 18( 2), 393-407. Recuperado de http://www.mathos.unios.hr/mc/index.php/mc/article/view/83/100 -
NLM
Kelbert M, Leonenko N, Belitsky V. On the Bartlett spectrum of randomized Hawkes processes [Internet]. Mathematical Communications. 2013 ; 18( 2): 393-407.Available from: http://www.mathos.unios.hr/mc/index.php/mc/article/view/83/100 -
Vancouver
Kelbert M, Leonenko N, Belitsky V. On the Bartlett spectrum of randomized Hawkes processes [Internet]. Mathematical Communications. 2013 ; 18( 2): 393-407.Available from: http://www.mathos.unios.hr/mc/index.php/mc/article/view/83/100 - Microscopic Structure of Shocks and Antishocks in the ASEP Conditioned on Low Current
- Self-duality for the two-component asymmetric simple exclusion process
- Antishocks in the ASEP with open boundaries conditioned on low current
- Bolhas especulativas e crashes
- Shocks and antishocks in the ASEP conditioned on a low current
- Self-duality and shock dynamics in the n-species priority ASEP
- The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing
- Quantum algebra symmetry of the ASEP with second-class particles
- Microscopic position and structure of a shock in CA 184
- Relatório de análise estatística sobre o projeto: "modelagem estatística das estruturas a termo de taxas de juros pré-fixadas"
How to cite
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas