Härdle, Wolfgang; Cabrera, Brenda López - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
Stochastic Poisson
Process, Trigger mechanism
JEL classification: G19, G29, N26, N56, Q29, Q54
Acknowledgements: The financial … the
best process governing the flow of earthquakes is described by the homogeneous
Poisson process. Formerly estimating … they will be. The arrival process of earthquakes Nt can be characterized
with a Homogeneous Poisson Process (HPP), with …