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

Элементы 1—4 из 4.

ID	Название публикации	Год
12420	SOME FUNCTIONAL LIMIT THEOREMS FOR COMPOUND COX PROCESSES	2016
4326	MODELLING STOCK ORDER FLOWS WITH NON-HOMOGENEOUS INTENSITIES FROM HIGH-FREQUENCY DATA	2013
8984	MODELING HIGH-FREQUENCY ORDER FLOW IMBALANCE BY FUNCTIONAL LIMIT THEOREMS FOR TWO-SIDED RISK PROCESSES	2015
10550	CONVERGENCE OF NONHOMOGENEOUS RANDOM WALKS GENERATED BY COMPOUND COX PROCESSES TO GENERALIZED VARIANCE-GAMMA LEVY PROCESSES	2015