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Journal of Applied Statistics Volume 44, 2017 - Issue 14
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Original Articles

Modeling and predicting extreme cyber attack rates via marked point processes

Chen PengDepartment of Statistics and Finance, University of Science and Technology of China, Anhui, People's Republic of ChinaView further author information
,
Maochao XuDepartment of Mathematics, Illinois State University, Normal, IL, USACorrespondence[email protected]
View further author information
,
Shouhuai XuDepartment of Computer Science, University of Texas at San Antonio, San Antonio, TX, USAView further author information
&
Taizhong HuDepartment of Statistics and Finance, University of Science and Technology of China, Anhui, People's Republic of ChinaView further author information
Pages 2534-2563 | Received 04 Jan 2016, Accepted 31 Oct 2016, Published online: 17 Nov 2016

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Lu Li, Weiwei Zhuang & Guoxin Qiu. (2023) Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process. Communications in Statistics - Simulation and Computation 52:12, pages 6249-6267.
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Jie Chen. (2021) Editorial. Journal of Applied Statistics 48:1, pages 1-3.
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Yang Lu, Jinggong Zhang & Wenjun Zhu. Cyber risk modeling: a discrete multivariate count process approach. Scandinavian Actuarial Journal 0:0, pages 1-31.
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