The limits of statistical significance of Hawkes processes fitted to financial data (Q5001105): Difference between revisions
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Revision as of 21:59, 19 March 2024
scientific article; zbMATH DE number 7372380
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The limits of statistical significance of Hawkes processes fitted to financial data |
scientific article; zbMATH DE number 7372380 |
Statements
The limits of statistical significance of Hawkes processes fitted to financial data (English)
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16 July 2021
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point processes
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time series
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inference from stochastic processes
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kernel estimation
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