Search results
- 1.0498571 - FGÚ 2019 RIV US eng J - Journal Article
D´Onofrio, Giuseppe - Macci, C. - Pirozzi, E.
Asymptotic Results for First-Passage Times of Some Exponential Processes.
Methodology and Computing in Applied Probability. Roč. 20, č. 4 (2018), s. 1453-1476. ISSN 1387-5841. E-ISSN 1573-7713
R&D Projects: GA ČR(CZ) GA17-06943S
Institutional support: RVO:67985823
Keywords : compound poisson proces * large deviations * moderate deviations * normal approximation * neuronal model
OECD category: Statistics and probability
Impact factor: 0.746, year: 2018
Permanent Link: http://hdl.handle.net/11104/0290898 - 2.0106340 - UTIA-B 20040152 RIV CZ eng C - Conference Paper (international conference)
Šmíd, Martin
Distribution of price in thin market with random arrival of agents.
[Rozdělení ceny na nelikvidních trzích s náhodným příchodem agentů.]
Proceedings of the 22nd International Conference Mathematical Methods in Economics 2004. Brno: Masaryk University, 2004 - (Bauer, L.), s. 311-316. ISBN 80-210-3496-3.
[Mathematical Methods in Economics 2004 /22./. Brno (CZ), 15.09.2004-17.09.2004]
R&D Projects: GA ČR GA402/04/1294
Institutional research plan: CEZ:AV0Z1075907
Keywords : thin market * market price * normal approximation
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0013522