المؤلفون: Suhyun Lee, Mikyoung Ha, Young-Ju Lee, Youngsoo Seol

المصدر: AIMS Mathematics, Vol 9, Iss 7, Pp 17657-17675 (2024)

مصطلحات موضوعية: time-inhomogeneous hawkes processes, self-exciting processes, zero coupon bond, moments, transforms, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2473-6988

URL الوصول: https://doaj.org/article/b75cb72132ef42ed8e057700e4d669dd

المؤلفون: Holbrook, Andrew, Ji, Xiang, Suchard, Marc

المصدر: The Annals of Applied Statistics. 16(1)

مصطلحات موضوعية: Bayesian multidimensional scaling, gun violence, self-exciting processes, spatial coarsening, viral contagion, wildfires

وصف الملف: application/pdf

URL الوصول: https://escholarship.org/uc/item/53b296kw
https://escholarship.org/content/qt53b296kw/qt53b296kw.pdf

المؤلفون: Bernabeu Atanasio, Alba, Zhuang, Jiancang, Mateu, Jorge

مصطلحات موضوعية: estimation procedures, hawkes point processes, self-exciting processes, simulation techniques, spatio-temporal processes, 9. Industria, innovacion e infraestructura

وصف الملف: 31 p.; application/pdf

Relation: Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.; http://hdl.handle.net/10234/706109

الاتاحة: http://hdl.handle.net/10234/706109
https://doi.org/10.1007/s13253-024-00653-7

المؤلفون: Ketelbuters, John John, Hainaut, Donatien

المساهمون: UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles

المصدر: European Journal of Operational Research, Vol. 297, no.3, p. 1139-1150 (2022)

مصطلحات موضوعية: Finance, Credit risk, Caputo derivatives, Self-exciting processes

Relation: boreal:257590; http://hdl.handle.net/2078.1/257590; urn:ISSN:0377-2217; urn:EISSN:1872-6860

الاتاحة: http://hdl.handle.net/2078.1/257590
https://doi.org/10.1016/j.ejor.2021.06.045

المؤلفون: giorgia callegaro, carlo sgarra, andrea mazzoran

المساهمون: Callegaro, Giorgia, Sgarra, Carlo, Mazzoran, Andrea

مصطلحات موضوعية: branching processes, forward prices, Hawkes processes, Heath–Jarrow–Morton model, jumps clustering, power markets, self-exciting processes

وصف الملف: STAMPA

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000693237300001; volume:1; issue:38; firstpage:27; lastpage:48; numberofpages:22; journal:APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY; http://hdl.handle.net/11577/3399033; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85114357151

الاتاحة: http://hdl.handle.net/11577/3399033
https://doi.org/10.1002/asmb.2645
https://onlinelibrary.wiley.com/doi/full/10.1002/asmb.2645

المؤلفون: Ketelbuters, John John, Hainaut, Donatien

المساهمون: UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles

المصدر: Journal of Computational and Applied Mathematics, Vol. 403, p. 113848 (2022)

مصطلحات موضوعية: Credit risk, Self-exciting processes, Time-consistency

Relation: boreal:252036; http://hdl.handle.net/2078.1/252036

الاتاحة: http://hdl.handle.net/2078.1/252036
https://doi.org/10.1016/j.cam.2021.113848

المؤلفون: Ketelbuters, John John, Hainaut, Donatien

المساهمون: UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles

مصطلحات موضوعية: Finance, Credit risk, Caputo derivatives, Self-exciting processes

Relation: info:eu-repo/grantAgreement/FNRS/FSR FNRS/; boreal:244427; http://hdl.handle.net/2078.1/244427

الاتاحة: http://hdl.handle.net/2078.1/244427

المؤلفون: Ketelbuters, John John, Hainaut, Donatien

المساهمون: UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles

مصطلحات موضوعية: Credit risk, Self-exciting processes, Time-consistency

Relation: info:eu-repo/grantAgreement/FNRS/FSR FNRS/; boreal:243163; http://hdl.handle.net/2078.1/243163

الاتاحة: http://hdl.handle.net/2078.1/243163

المؤلفون: Browning, Raiha

مصطلحات موضوعية: Hawkes processes, Bayesian statistics, Bayesian nonparametrics, Self-exciting processes, COVID-19, Conflict events, Political violence, Discrete-time stochastic processes

وصف الملف: application/pdf

Relation: https://eprints.qut.edu.au/240350/1/Raiha%2BBrowning%2BThesis%281%29.pdf; Browning, Raiha (2023) Bayesian approaches for modelling discrete-time self-exciting processes and their applications. PhD thesis, Queensland University of Technology.; https://eprints.qut.edu.au/240350/; Faculty of Science; School of Mathematical Sciences

الاتاحة: https://eprints.qut.edu.au/240350/

المؤلفون: Thorsten Schmidt

المصدر: Risks, Vol 2, Iss 1, Pp 3-24 (2014)

مصطلحات موضوعية: shot-noise processes, tail dependence, catastrophe derivatives, marked point process, minimum-distance estimation, self-exciting processes, CAT bonds, Insurance, HG8011-9999

وصف الملف: electronic resource

Relation: http://www.mdpi.com/2227-9091/2/1/3; https://doaj.org/toc/2227-9091

URL الوصول: https://doaj.org/article/78141405533d450c978029dc984aa9b4

المؤلفون: Donatien Hainaut, John John Ketelbuters

المساهمون: UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles

المصدر: Journal of Computational and Applied Mathematics, Vol. 403, p. 113848 (2022)

مصطلحات موضوعية: Time-consistency, Actuarial science, Applied Mathematics, Valuation (logic), Computational Mathematics, Contagion risk, Dynamic pricing, Jump, Self-exciting processes, Credit insurance, Almost surely, Credit risk, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0217f077d623756ac8adc901fbda5ae7
https://hdl.handle.net/2078.1/252036

المؤلفون: Ertekin Bolelli, Şeyda, Rudin, Cynthia, Mccormick, Tyler H.

مصطلحات موضوعية: Point processes, Time-series, Bayesian analysis, Energy grid reliability, Self-exciting processes

Relation: Ertekin Ş., Rudin C., Mccormick T. H. , "REACTIVE POINT PROCESSES: A NEW APPROACH TO PREDICTING POWER FAILURES IN UNDERGROUND ELECTRICAL SYSTEMS", ANNALS OF APPLIED STATISTICS, cilt.9, ss.122-144, 2015; 144; 84929662377; 122; https://hdl.handle.net/11511/43332; WOS:000358354400006

الاتاحة: https://hdl.handle.net/11511/43332
https://doi.org/10.1214/14-aoas789

المؤلفون: Giorgia Callegaro, Carlo Sgarra, Andrea Mazzoran

مصطلحات موضوعية: Statistical Finance (q-fin.ST), Heath–Jarrow–Morton model, self-exciting processes, forward prices, branching processes, Quantitative Finance - Statistical Finance, Management Science and Operations Research, General Business, Management and Accounting, branching processes, forward prices, Hawkes processes, Heath–Jarrow–Morton model, jumps clustering, power markets, self-exciting processes, Power (physics), FOS: Economics and business, Modeling and Simulation, power markets, Economics, jumps clustering, Hawkes processes, Industrial organization

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::751ffadbb596b74aecd7192b49957b7c

المؤلفون: Cynthia Rudin, Tyler H. McCormick, Seyda Ertekin

المصدر: Ann. Appl. Stat. 9, no. 1 (2015), 122-144

مصطلحات موضوعية: FOS: Computer and information sciences, Statistics and Probability, Service (systems architecture), self-exciting processes, Event (computing), Computer science, time-series, Reliability (computer networking), Bayesian analysis, Point processes, Statistical model, 7. Clean energy, Electrical grid, Statistics - Applications, Reliability engineering, Proactive maintenance, 13. Climate action, Modeling and Simulation, Range (statistics), Applications (stat.AP), Statistics, Probability and Uncertainty, energy grid reliability, Vulnerability (computing)

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9adc86f3fa54828be993f2e146574ea2
http://arxiv.org/abs/1505.07661

المؤلفون: Zhu, Lingjiong

مصطلحات موضوعية: Large deviations, rare events, point processes, Hawkes processes, self-exciting processes, 60G55, 60F10

وصف الملف: application/pdf

Relation: http://projecteuclid.org/euclid.aoap/1424355123; Ann. Appl. Probab. 25, no. 2 (2015), 548-581

الاتاحة: http://projecteuclid.org/euclid.aoap/1424355123
https://doi.org/10.1214/14-AAP1003

المؤلفون: Zhu, Lingjiong

مصطلحات موضوعية: Large deviations, Rare events, Point processes, Hawkes processes, Self-exciting processes, 60G55, 60F10

وصف الملف: application/pdf

Relation: http://projecteuclid.org/euclid.aihp/1403277000; Ann. Inst. H. Poincaré Probab. Statist. 50, no. 3 (2014), 845-871

الاتاحة: http://projecteuclid.org/euclid.aihp/1403277000
https://doi.org/10.1214/12-AIHP532

المؤلفون: Wichelhaus, Cornelia, Langrock, Roland

مصطلحات موضوعية: cross-spectral analysis, multivariate point processes, nonparametric statistics for queues, periodogram, self-exciting processes, tandem networks, 60G55, 62M15, 60K25

وصف الملف: application/pdf

Relation: https://projecteuclid.org/euclid.ejs/1348665232; Electron. J. Statist. 6 (2012), 1670-1714

الاتاحة: https://projecteuclid.org/euclid.ejs/1348665232
https://doi.org/10.1214/12-EJS725

المؤلفون: Masahiko Egami, Yasuyuki Kato, Tomochika Sawaki

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: jel:G17, Bid–ask spread, Credit default swap, Financial crisis, CDS contract, liquidity, bid-ask spread, the Hawkes process, self-exciting processes, financial crisis, credit risk, Liquidity crisis, Financial system, Business, jel:G10, jel:G21, ComputingMilieux_MISCELLANEOUS, Market liquidity, Credit risk

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::396f71e4aca31e9db0140762183f1f7b
https://doi.org/10.2139/ssrn.2200307

المؤلفون: Cornelia Wichelhaus, Roland Langrock

المصدر: Electron. J. Statist. 6 (2012), 1670-1714

مصطلحات موضوعية: Statistics and Probability, Multivariate statistics, self-exciting processes, cross-spectral analysis, Asymptotic distribution, Type (model theory), Machine learning, computer.software_genre, Point process, 60K25, Mathematics, business.industry, multivariate point processes, Nonparametric statistics, Feed forward, Estimator, periodogram, nonparametric statistics for queues, 62M15, 60G55, Artificial intelligence, Statistics, Probability and Uncertainty, Routing (electronic design automation), business, computer, Algorithm, tandem networks

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5bd6623a1e5b00ff2700d166fbec16dc
https://pub.uni-bielefeld.de/record/2902619

المؤلفون: Lingjiong Zhu

المصدر: Ann. Appl. Probab. 25, no. 2 (2015), 548-581

مصطلحات موضوعية: Statistics and Probability, self-exciting processes, Markov process, Point process, symbols.namesake, High Energy Physics::Theory, General Relativity and Quantum Cosmology, FOS: Mathematics, Statistical physics, point processes, Mathematics, Probability (math.PR), Function (mathematics), Exponential function, rare events, Nonlinear system, Exponential sum, Large deviations, symbols, Large deviations theory, 60G55, Statistics, Probability and Uncertainty, Rate function, Hawkes processes, Mathematics - Probability, 60F10

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e414075f716087f0f24d1a02b5eaadbc