The distribution of the interval between events of a Cox process with shot noise intensity
Year of publication: |
2008
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Authors: | Dassios, Angelos ; Jang, Jiwook |
Institutions: | London School of Economics (LSE) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Journal of Applied Mathematics and Stochastic Analysis, 2008, 2008, pp. 1-14. ISSN: 1687-2177 |
Classification: | C1 - Econometric and Statistical Methods: General |
Source: |
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