Stochastic Processes and their Applications

2 works

Journal · ISSN 0304-4149

1. Poisson limits for U-statistics

   André Dabrowski, Herold Dehling, Thomas Mikosch +1

   ArticleFinancial Risk and Volatility ModelingStochastic Processes and their Applications20020 citations

   ABIABI:AkademIndex/openalex/2002.article.000040

2. Asymptotic analysis of Poisson shot noise processes, and applications

   Giovanni Luca Torrisi, Emilio Leonardi

   PreprintPoint processes and geometric inequalitiesStochastic Processes and their Applications20210 citations

   ABIABI:AkademIndex/openalex/2021.preprint.000118