//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CESifo working papers"
~isPartOf:"Research paper series / Swiss Finance Institute"
~subject:"Share price"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Poisson Process"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Share price
Poisson process
2
Bayesian learning
1
Börsenkurs
1
Erdölgewinnung
1
Erdölindustrie
1
Estimation
1
Experiment
1
Forecasting model
1
Free rider problem
1
Game theory
1
Hawkes process
1
Learning process
1
Lernprozess
1
Markov chain
1
Markov perfect equilibrium
1
Markov-Kette
1
Monte-Carlo
1
Nichtkooperatives Spiel
1
Noncooperative game
1
Norway
1
Norwegen
1
Oil industry
1
Petroleum extraction
1
Prognoseverfahren
1
Public goods
1
Schätzung
1
Spieltheorie
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Time series analysis
1
Trittbrettfahrerverhalten
1
Zeitreihenanalyse
1
branching ratio
1
criticality
1
endogeneity
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
1
Author
All
Filimonov, Vladimir
1
Sornette, Didier
1
Published in...
All
CESifo working papers
Research paper series / Swiss Finance Institute
CoFE discussion papers
1
Swiss Finance Institute Research Paper
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Apparent criticality and calibration issues in the Hawkes self-excited point process model : application to high-frequency financial data
Filimonov, Vladimir
;
Sornette, Didier
-
2013
calibration of the Hawkes process on mixtures of pure
Poisson
process
with changes of regime leads to completely spurious apparent …
Persistent link: https://www.econbiz.de/10010257507
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->