An estimation procedure for the Hawkes process (Q4555098): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 16:21, 5 March 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 |
Statements
An estimation procedure for the Hawkes process (English)
0 references
19 November 2018
0 references
multivariate Hawkes process
0 references
multivariate integer-valued autoregressive time series
0 references
conditional least-squares estimation
0 references
intraday financial econometrics
0 references