2 citations · 4 across the 3 of their papers we have counts for
3 papers
A note on functional limit theorems for compound Cox processes
V. Yu. Korolev, A. V. Chertok, A. Yu. Korchagin +2
An improved version of the functional limit theorem is proved establishing weak convergence of random walks generated by compound doubly stochastic Poisson processes (compound Cox…
Statistical detection of movement activities in a human brain by separation of mixture distributions
A. K. Gorshenin, V. Yu. Korolev, A. Yu. Korchagin +2
One of most popular experimental techniques for investigation of brain activity is the so-called method of evoked potentials: the subject repeatedly makes some movements (by his/he…
Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes
V. Yu. Korolev, A. V. Chertok, A. Yu. Korchagin +1
A micro-scale model is proposed for the evolution of the limit order book. Within this model, the flows of orders (claims) are described by doubly stochastic Poisson processes taki…