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  • Search: subject:"Marked Poisson processes"
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Year of publication
Subject
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Marked Poisson processes 2 multivariate subordinators 2 Cox processes 1 Functional data analysis 1 Multivariate Analyse 1 Multivariate analysis 1 Narrow-band process 1 Probability theory 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Wahrscheinlichkeitsrechnung 1 marked Poisson processes 1 multivariate Poisson ran- dom measure 1 multivariate Poisson random measure 1 multivariate asset modeling 1 multivariate asset modelling 1 multivariate normal inverse Gaussian process 1 multivariate variance gamma process 1 subordinated Levy processes 1 subordinated Lévy processes 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 2 English 1
Author
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Semeraro, Patrizia 2 Bouzas, P. 1 Jevtic, Petar 1 Jevtić, Petar 1 Marena, Marina 1 Ocaña, F. 1 Ruiz-Fuentes, N. 1
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Institution
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Collegio Carlo Alberto, Università degli Studi di Torino 1
Published in...
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Carlo Alberto Notebooks 1 Computational Statistics 1 International journal of theoretical and applied finance 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Multivariate marked poisson processes and market related multidimensional information flows
Jevtić, Petar; Marena, Marina; Semeraro, Patrizia - In: International journal of theoretical and applied finance 22 (2019) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10012013851
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A class of multivariate marked Poisson processes to model asset returns
Jevtic, Petar; Semeraro, Patrizia - Collegio Carlo Alberto, Università degli Studi di Torino - 2014
This paper constructs a class of multivariate Gaussian marked Poisson processes to model asset returns. The model …
Persistent link: https://www.econbiz.de/10010941709
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Functional approach to the random mean of a compound Cox process
Bouzas, P.; Ruiz-Fuentes, N.; Ocaña, F. - In: Computational Statistics 22 (2007) 3, pp. 467-479
Persistent link: https://www.econbiz.de/10005184305
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