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  • Search: subject:"Poisson Point Process"
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Year of publication
Subject
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Poisson point process 18 Brownian excursion area 3 Stochastic model 3 Stochastic process 3 Stochastischer Prozess 3 Theorie 3 Theory 3 high-frequency data 3 integrated volatility 3 limit order book 3 Allelic partition 2 Branching process 2 Coalescent point process 2 Crump–Mode–Jagers process 2 Extreme values 2 Feynman-Kac 2 Generalised spatial random walk 2 Infinite alleles model 2 Inhomogeneous Poisson point process 2 Linear birth–death process 2 Lévy process 2 Monte-Carlo simulation 2 Risk assessment 2 Scale function 2 Splitting tree 2 Tropical cyclones 2 ARCH model 1 ARCH-Modell 1 Acceptance–rejection 1 Ausreißer 1 Borrower default risk 1 Brownian motion 1 Börsenhandel 1 Börsenkurs 1 Central limit theorem 1 Change-set problem 1 Compound Poisson field 1 Continuum percolation 1 Convex body 1 Coverage Probability 1
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Online availability
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Undetermined 19 Free 4 CC license 1
Type of publication
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Article 21 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 17 English 7
Author
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Bibinger, Markus 3 Jirak, Moritz 3 Schmidt, Volker 3 Weindl, Helga 3 Champagnat, Nicolas 2 Höppe, Peter 2 Lambert, Amaury 2 Rauch, Ernst 2 Reiss, Markus 2 Rumpf, Jonas 2 Bandopadhaya, Shuvabrata 1 Berg, Pieter L. van den 1 Carroll, Tom 1 Chenavier, Nicolas 1 Cressie, Noel 1 Dora, Saroj Kumar 1 Eisenbaum, Nathalie 1 Fan, Xiaodong 1 Garcia, Nancy Lopes 1 Geiger, Jochen 1 Henderson, Shane G. 1 Hong, Yicheng 1 Irwin, Mark 1 Jagtenberg, Caroline J. 1 Khmaladze, Estate 1 Kim, Hyungsoo 1 Kornak, John 1 Kriesche, Björn 1 Lee, Chaehun 1 Lee, Sungchul 1 Li, Hemeng 1 Maposa, Daniel 1 Metwane, Maashele Kholofelo 1 Nagaev, A. 1 Nichil, Geoffrey 1 Ortega-Cerdà, Joaquim 1 O’Donovan, Julie 1 Poulkov, Vladimir 1 Reiß, Markus 1 Roy, Rahul 1
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Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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Stochastic Processes and their Applications 8 Annals of the Institute of Statistical Mathematics 2 Computational Statistics 1 Insurance 1 International Journal of Financial Studies : open access journal 1 International Journal of Interdisciplinary Telecommunications and Networking (IJITN) 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Mathematical Methods of Operations Research 1 Natural Hazards 1 Physica A: Statistical Mechanics and its Applications 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 SFB 649 discussion paper 1 Statistical Inference for Stochastic Processes 1 Statistics & Probability Letters 1
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Source
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RePEc 17 ECONIS (ZBW) 5 EconStor 1 Other ZBW resources 1
Showing 1 - 10 of 24
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Extreme value theory modelling of the behaviour of Johannesburg stock exchange financial market data
Metwane, Maashele Kholofelo; Maposa, Daniel - In: International Journal of Financial Studies : open … 11 (2023) 4, pp. 1-27
Financial market data are abundant with outliers, and the search for an appropriate extreme value theory (EVT) approach to apply is an endless debate in the statistics of extremes research. This paper uses EVT methods to model the five-year daily all-share total return index (ALSTRI) and the...
Persistent link: https://www.econbiz.de/10014484249
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Modeling the impact of community first responders
Berg, Pieter L. van den; Henderson, Shane G.; … - In: Management science : journal of the Institute for … 71 (2025) 2, pp. 992-1008
Persistent link: https://www.econbiz.de/10015410725
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Threshold regression with a threshold boundary
Yu, Ping; Fan, Xiaodong - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 953-971
Persistent link: https://www.econbiz.de/10012653206
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Improved volatility estimation based on limit order books
Bibinger, Markus; Jirak, Moritz; Reiss, Markus - 2014
;X)t is constructed based on observations in the vicinity of Xt. The problem is embedded in a Poisson point process framework …
Persistent link: https://www.econbiz.de/10010427062
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IMPROVED VOLATILITY ESTIMATION BASED ON LIMIT ORDER BOOKS
Bibinger, Markus; Jirak, Moritz; Reiss, Markus - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2014
;Xit is con- structed based on observations in the vicinity of Xt. The problem is embedded in a Poisson point process …
Persistent link: https://www.econbiz.de/10010929780
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Improved volatility estimation based on limit order books
Bibinger, Markus; Jirak, Moritz; Reiß, Markus - 2014
;X)t is constructed based on observations in the vicinity of Xt. The problem is embedded in a Poisson point process framework …
Persistent link: https://www.econbiz.de/10010412417
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A general study of extremes of stationary tessellations with examples
Chenavier, Nicolas - In: Stochastic Processes and their Applications 124 (2014) 9, pp. 2917-2953
-homogeneous Poisson point process. Several applications of the general theorem are derived in the particular setting of Poisson …
Persistent link: https://www.econbiz.de/10011065129
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Coverage Analysis of Heterogeneous Wireless Network with n-Interacted Transmission Nodes
Samal, Soumya Ranjan; Bandopadhaya, Shuvabrata; Dora, … - In: International Journal of Interdisciplinary … 9 (2017) 4, pp. 49-58
In this paper, the coverage performance in Heterogeneous Networks (HetNet) with n-interacted transmission nodes is being analyzed statistically. With HetNets a significant improvement in throughput is expected, but one major drawback in the successful commercial implementation of HetNets is...
Persistent link: https://www.econbiz.de/10012045966
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Provisioning against borrowers default risk
Nichil, Geoffrey; Vallois, Pierre - In: Insurance 66 (2016), pp. 29-43
Persistent link: https://www.econbiz.de/10011442670
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Phase transition for finite-speed detection among moving particles
Sidoravicius, Vladas; Stauffer, Alexandre - In: Stochastic Processes and their Applications 125 (2015) 1, pp. 362-370
Consider the model where particles are initially distributed on Zd,d≥2, according to a Poisson point process of …
Persistent link: https://www.econbiz.de/10011077895
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