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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
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
4326
MODELLING STOCK ORDER FLOWS WITH NON-HOMOGENEOUS INTENSITIES FROM HIGH-FREQUENCY DATA
2013
12420
8984
10550
4326