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The Fascination of Probability, Statistics and their Applications

Overview of attention for book
Cover of 'The Fascination of Probability, Statistics and their Applications'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 On the Size Distribution of Sand
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    Chapter 2 From Wind-Blown Sand to Turbulence and Back
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    Chapter 3 Modelling Turbulent Time Series by BSS -Processes
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    Chapter 4 Associated Natural Exponential Families and Elliptic Functions
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    Chapter 5 Cumulants and Bartlett Identities in Cox Regression
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    Chapter 6 Exchangeability and Infinite Divisibility
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    Chapter 7 Lévy Copulas: Review of Recent Results
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    Chapter 8 Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic Speed of Mean Reversion
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    Chapter 9 Continuity of Local Time: An Applied Perspective
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    Chapter 10 Simulation of Stochastic Volterra Equations Driven by Space–Time Lévy Noise
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    Chapter 11 On the Process of the Eigenvalues of a Hermitian Lévy process
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    Chapter 12 Likelihood Inference for Exponential-Trawl Processes
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    Chapter 13 The Different Asymptotic Regimes of Nearly Unstable Autoregressive Processes
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    Chapter 14 Generalised Partial Autocorrelations and the Mutual Information Between Past and Future
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    Chapter 15 Efficient Estimation of Integrated Volatility in Presence of Infinite Variation Jumps with Multiple Activity Indices
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    Chapter 16 Model Selection for Volatility Prediction
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    Chapter 17 A Markov Chain Estimator of Multivariate Volatility from High Frequency Data
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    Chapter 18 Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds
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    Chapter 19 A Beaufort Scale of Predictability
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    Chapter 20 A Stochastic HJB Equation for Optimal Control of Forward-Backward SDEs
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    Chapter 21 CoCos with Extension Risk. A Structural Approach
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    Chapter 22 Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises
  24. Altmetric Badge
    Chapter 23 Markov Renewal Methods in Restart Problems in Complex Systems
Attention for Chapter 10: Simulation of Stochastic Volterra Equations Driven by Space–Time Lévy Noise
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Chapter title
Simulation of Stochastic Volterra Equations Driven by Space–Time Lévy Noise
Chapter number 10
Book title
The Fascination of Probability, Statistics and their Applications
Published in
arXiv, January 2016
DOI 10.1007/978-3-319-25826-3_10
Book ISBNs
978-3-31-925824-9, 978-3-31-925826-3
Authors

Bohan Chen, Carsten Chong, Claudia Klüppelberg, Chen, Bohan, Chong, Carsten, Klüppelberg, Claudia

X Demographics

X Demographics

The data shown below were collected from the profiles of 2 X users who shared this research output. Click here to find out more about how the information was compiled.
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 2 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 2 100%

Demographic breakdown

Readers by professional status Count As %
Professor 1 50%
Student > Bachelor 1 50%
Readers by discipline Count As %
Mathematics 1 50%
Agricultural and Biological Sciences 1 50%
Attention Score in Context

Attention Score in Context

This research output has an Altmetric Attention Score of 1. This is our high-level measure of the quality and quantity of online attention that it has received. This Attention Score, as well as the ranking and number of research outputs shown below, was calculated when the research output was last mentioned on 10 January 2015.
All research outputs
#19,246,640
of 23,852,579 outputs
Outputs from arXiv
#558,679
of 990,619 outputs
Outputs of similar age
#289,913
of 398,538 outputs
Outputs of similar age from arXiv
#6,046
of 13,754 outputs
Altmetric has tracked 23,852,579 research outputs across all sources so far. This one is in the 11th percentile – i.e., 11% of other outputs scored the same or lower than it.
So far Altmetric has tracked 990,619 research outputs from this source. They receive a mean Attention Score of 4.0. This one is in the 29th percentile – i.e., 29% of its peers scored the same or lower than it.
Older research outputs will score higher simply because they've had more time to accumulate mentions. To account for age we can compare this Altmetric Attention Score to the 398,538 tracked outputs that were published within six weeks on either side of this one in any source. This one is in the 15th percentile – i.e., 15% of its contemporaries scored the same or lower than it.
We're also able to compare this research output to 13,754 others from the same source and published within six weeks on either side of this one. This one is in the 36th percentile – i.e., 36% of its contemporaries scored the same or lower than it.