Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jmva.2018.08.012 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JMVA.2018.08.012 / rank | |||
Normal rank | |||
Latest revision as of 11:30, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling, simulation and inference for multivariate time series of counts using trawl processes |
scientific article |
Statements
169
0 references
110-129
0 references
January 2019
0 references
4 January 2019
0 references
Modeling, simulation and inference for multivariate time series of counts using trawl processes (English)
0 references
count data
0 references
continuous time modeling of multivariate time series
0 references
infinitely divisible
0 references
limit order book
0 references
multivariate negative binomial law
0 references
Poisson mixtures
0 references
trawl processes
0 references
0 references
