Modelling security market events in continuous time: intensity based, multivariate point process models (Q289187): Difference between revisions

@@ Property / author @@
-Clive G. Bowsher
@@ Property / author: Clive G. Bowsher / rank @@
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@@ Property / describes a project that uses @@
+Ox
@@ Property / describes a project that uses: Ox / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2006.11.007
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@@ Property / OpenAlex ID @@
+W3126099958
@@ Property / OpenAlex ID: W3126099958 / rank @@
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@@ Property / cites work @@
+Nonparametric inference for a family of counting processes
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+Testing When a Parameter is on the Boundary of the Maintained Hypothesis
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+Econometric modelling of stock market intraday activity.
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+Stability of nonlinear Hawkes processes
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+A simple proof of the multivariate random time change theorem for point processes
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+An Introduction to the Theory of Point Processes
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+Q4000186
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+The asymptotic behaviour of maximum likelihood estimators for stationary point processes
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+On Lewis' simulation method for point processes
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+A note on random intensities and conditional survival functions
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