An estimation procedure for the Hawkes process (Q4555098): Difference between revisions

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Latest revision as of 09:55, 17 July 2024

scientific article; zbMATH DE number 6981213
Language Label Description Also known as
English
An estimation procedure for the Hawkes process
scientific article; zbMATH DE number 6981213

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    An estimation procedure for the Hawkes process (English)
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    19 November 2018
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    multivariate Hawkes process
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    multivariate integer-valued autoregressive time series
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    conditional least-squares estimation
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    intraday financial econometrics
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