Estimation of intensities and applications in finance (2003)
- Authors:
- USP affiliated authors: MORETTIN, PEDRO ALBERTO - IME ; MIRANDA, JOSÉ CARLOS SIMON DE - IME
- Unidade: IME
- Subjects: ANÁLISE DE SÉRIES TEMPORAIS; MERCADO FINANCEIRO
- Language: Português
- Imprenta:
- Source:
- Título: Proceedings
- Conference titles: Brazilian Conference on Statistical Modelling in Insurance and Finance
-
ABNT
MIRANDA, José Carlos Simon de e MORETTIN, Pedro Alberto. Estimation of intensities and applications in finance. 2003, Anais.. São Paulo: IME-USP, 2003. . Acesso em: 13 fev. 2026. -
APA
Miranda, J. C. S. de, & Morettin, P. A. (2003). Estimation of intensities and applications in finance. In Proceedings. São Paulo: IME-USP. -
NLM
Miranda JCS de, Morettin PA. Estimation of intensities and applications in finance. Proceedings. 2003 ;[citado 2026 fev. 13 ] -
Vancouver
Miranda JCS de, Morettin PA. Estimation of intensities and applications in finance. Proceedings. 2003 ;[citado 2026 fev. 13 ] - Estimation of the intensity of non-homogeneous point processes via wavelets
- Ondaletas e processos pontuais
- On the estimation of the intensity of point processes via wavelets
- Estimation of the density of point processes on 'R POT.m' via wavelets
- Invariant distribution of a non linear time series with uniform noise
- Estimation of causal functional linear regression models
- Functional regression models with dependence on derivatives
- Minimum energy and derivative energy distributions
- Sobre a estimação da intensidade dos processos pontuais via ondaletas
- Infinite horizon non ruin probability for a non homogeneous risk process with time-varying premium and interest rates
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