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Volumn 33, Issue 3, 2001, Pages 631-651

Shot noise on cluster processes with cluster marks, and studies of long range dependence

a UNIVERSIDAD AUTÓNOMA CHAPINGO (Mexico)

Author keywords

Cluster processes; Equilibrium behaviour; Financial modelling; Heavy tails; Long range dependence; Point processes; Shot noise

Indexed keywords

BOUNDARY CONDITIONS; CONVERGENCE OF NUMERICAL METHODS; FINANCE; MARKETING; MATHEMATICAL MODELS; PROBABILITY DENSITY FUNCTION; PROBABILITY DISTRIBUTIONS; SHOT NOISE;

CLUSTER PROCESSES; EQUILIBRIUM BEHAVIOUR; FINANCIAL MODELLING; HEAVY TAILED DISTRIBUTION; LONG RANGE DEPENDENCE; POINT PROCESSES; POISSON PROCESSES;

RANDOM PROCESSES;

EID: 0035439016 PISSN: 00018678 EISSN: None Source Type: Journal
DOI: 10.1239/aap/1005091357 Document Type: Article

Times cited : (10)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.