Statistical inference for the doubly stochastic self-exciting process (Q1750090): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:45, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for the doubly stochastic self-exciting process |
scientific article |
Statements
Statistical inference for the doubly stochastic self-exciting process (English)
0 references
18 May 2018
0 references
Hawkes process
0 references
high-frequency data
0 references
integrated parameter
0 references
self-exciting process
0 references
stochastic
0 references
time-varying parameter
0 references
