A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes
Jiwook Jang and Rosy Oh
| Year of publication: |
2021
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|---|---|
| Authors: | Jang, Jiwook ; Oh, Rosy |
| Subject: | Compound process | Cox process | Dynamic contagion process | Hawkes process | Shot-noise Poisson process | Stochastischer Prozess | Stochastic process | Theorie | Theory | Prozessmanagement | Business process management | Wahrscheinlichkeitsrechnung | Probability theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499520000287 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012656713