Raviar Karim
- Exact and Asymptotic Analysis of General Multivariate Hawkes Processes and Induced Population Processes
2021/06/07 by Raviar Karim, Roger J. A. Laeven, Karim, Raviar +3 · 2 citations
Biochemistry, Genetics and Molecular Biology · Computer Science · Mathematics · #60E10 #60G55 #Bayesian Methods and Mixture Models #Diffusion and Search Dynamics #FOS: Economics and business #FOS: Mathematics #Point processes and geometric inequalities #Probability (math.PR) #Risk Management (q-fin.RM)
- Compound Multivariate Hawkes Processes: Large Deviations and Rare Event Simulation
2022/11/30 by Raviar Karim, Karim, Raviar S., Roger J. A. Laeven +3 · 1 citation
Decision Sciences · Mathematics · #FOS: Mathematics #Point processes and geometric inequalities #Probability (math.PR) #Probability and Risk Models #Statistical Methods and Bayesian Inference