London School of Economics & Political Science (LSE)
Dassios, Angelos
London School of Economics & Political Science (LSE) - Department of Statistics
Posted:
15 Apr 12
50 (202,445)
Dynamic contagion process, Cox process with shot noise intensity, piecewise-deterministic Markov process, cluster point process, self-exciting point process, Hawkes process
Dynamic contagion process, Cox process with shot noise intensity, piecewise-deterministic Markov process, cluster point process, self-exciting point process, Hawkes process