Some limit theorems for Hawkes processes and application to financial statistics (Q2447641): Difference between revisions

@@ Property / author @@
-Sylvain Delattre
@@ Property / author: Sylvain Delattre / rank @@
-Normal rank
@@ Property / author @@
-Marc Hoffmann
@@ Property / author: Marc Hoffmann / rank @@
-Normal rank
@@ Property / author @@
-Jean-François Muzy
@@ Property / author: Jean-François Muzy / rank @@
-Normal rank
@@ Property / author @@
+Sylvain Delattre
@@ Property / author: Sylvain Delattre / rank @@
+Normal rank
@@ Property / author @@
+Marc Hoffmann
@@ Property / author: Marc Hoffmann / rank @@
+Normal rank
@@ Property / author @@
+Jean-François Muzy
@@ Property / author: Jean-François Muzy / rank @@
+Normal rank
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+.0842
@@ Property / arXiv ID: 1202.0842 / rank @@
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@@ Property / cites work @@
+Ultra high frequency volatility estimation with dependent microstructure noise
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+Modelling microstructure noise with mutually exciting point processes
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+Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
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+Multivariate Hawkes processes: an application to financial data
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+Spectra of some self-exciting and mutually exciting point processes
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+Adaptive estimation for Hawkes processes; application to genome analysis
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+Stochastic Declustering of Space-Time Earthquake Occurrences
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@@ links / mardi / name / links / mardi / name @@
+Publication:2447641