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Список цитирования публикации:
ON CONVERGENCE OF RANDOM WALKS GENERATED BY COMPOUND COX PROCESSES TO LEVY PROCESSES

Элементы 1—6 из 6.

ID	Название публикации	Год
12432	A NOTE ON FUNCTIONAL LIMIT THEOREMS FOR COMPOUND COX PROCESSES	2016
10550	CONVERGENCE OF NONHOMOGENEOUS RANDOM WALKS GENERATED BY COMPOUND COX PROCESSES TO GENERALIZED VARIANCE-GAMMA LEVY PROCESSES	2015
8984	MODELING HIGH-FREQUENCY ORDER FLOW IMBALANCE BY FUNCTIONAL LIMIT THEOREMS FOR TWO-SIDED RISK PROCESSES	2015
4326	MODELLING STOCK ORDER FLOWS WITH NON-HOMOGENEOUS INTENSITIES FROM HIGH-FREQUENCY DATA	2013
12420	SOME FUNCTIONAL LIMIT THEOREMS FOR COMPOUND COX PROCESSES	2016
10204	СХОДИМОСТЬ НЕОДНОРОДНЫХ СЛУЧАЙНЫХ БЛУЖДАНИЙ, ПОРОЖДЕННЫХ ОБОБЩЕННЫМИ ПРОЦЕССАМИ КОКСА, К ОБОБЩЕННЫМ ДИСПЕРСИОННЫМ ГАММА-ПРОЦЕССАМ ЛЕВИ	2015