19 citations · 131 across the 21 of their papers we have counts for
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q-fin.PR2015★ 1 cited
Cointegrating Jumps: an Application to Energy Facilities
Nicola Cufaro Petroni, Piergiacomo Sabino
Based on the concept of self-decomposable random variables we discuss the application of a model for a pair of dependent Poisson processes to energy facilities. Due to the resultin…
math.PR2015★ 1 cited
Correlated Poisson processes and self-decomposable laws
Nicola Cufaro Petroni, Piergiacomo Sabino
We analyze a method to produce pairs of non independent Poisson processes from positively correlated, self-decomposable, exponential renewals. In particular the present…