Nonlinear Marked Poisson Autoregression: Stability and Rate of Convergence to Equilibrium

Journal of Theoretical Probability 2026

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Authors: Matthias Kirchner, Giovanni Luca Torrisi

DOI: 10.1007/s10959-025-01475-0

Cited by: 0

References: 16

Fields of Study & Subjects

Financial Risk and Volatility Modeling Statistical Methods and Inference Stochastic processes and financial applications

References 16