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Latest revision as of 15:20, 15 July 2024

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Statistical inference for the doubly stochastic self-exciting process
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    Statistical inference for the doubly stochastic self-exciting process (English)
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    18 May 2018
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    Hawkes process
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    high-frequency data
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    integrated parameter
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    self-exciting process
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    stochastic
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    time-varying parameter
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