Locally stationary Hawkes processes (Q271846): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2015.12.003
+Normal rank
@@ Property / OpenAlex ID @@
+W2246993989
@@ Property / OpenAlex ID: W2246993989 / rank @@
+Normal rank
@@ Property / cites work @@
+Modelling microstructure noise with mutually exciting point processes
+Normal rank
@@ Property / cites work @@
+Some limit theorems for Hawkes processes and application to financial statistics
+Normal rank
@@ Property / cites work @@
+Modelling Financial High Frequency Data Using Point Processes
+Normal rank
@@ Property / cites work @@
+Modelling security market events in continuous time: intensity based, multivariate point process models
+Normal rank
@@ Property / cites work @@
+Power spectra of random spike fields and related processes
+Normal rank
@@ Property / cites work @@
+Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling
+Normal rank
@@ Property / cites work @@
+On the Kullback-Leibler information divergence of locally stationary processes
+Normal rank
@@ Property / cites work @@
+Local inference for locally stationary time series based on the empirical spectral measure
+Normal rank
@@ Property / cites work @@
+An Introduction to the Theory of Point Processes
@@ Property / cites work: An Introduction to the Theory of Point Processes / rank @@
+Normal rank
@@ Property / cites work @@
+David George Kendall and Applied Probability
@@ Property / cites work: David George Kendall and Applied Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Q5649230
@@ Property / cites work: Q5649230 / rank @@
+Normal rank
@@ Property / cites work @@
+The pair correlation function of spatial Hawkes processes
+Normal rank
@@ Property / cites work @@
+The Markovian self-exciting process
@@ Property / cites work: The Markovian self-exciting process / rank @@
+Normal rank
@@ Property / cites work @@
+On Lewis' simulation method for point processes
@@ Property / cites work: On Lewis' simulation method for point processes / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive density estimation: A curse of support?
@@ Property / cites work: Adaptive density estimation: A curse of support? / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive estimation for Hawkes processes; application to genome analysis
+Normal rank
@@ Property / cites work @@
+Q5711211
@@ Property / cites work: Q5711211 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk processes with non-stationary Hawkes claims arrivals
+Normal rank
@@ Property / cites work @@
+Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
+Normal rank