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scientific article; zbMATH DE number 6981213
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English
An estimation procedure for the Hawkes process
scientific article; zbMATH DE number 6981213

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    An estimation procedure for the Hawkes process (English)
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    19 November 2018
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    multivariate Hawkes process
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    multivariate integer-valued autoregressive time series
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    conditional least-squares estimation
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    intraday financial econometrics
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