Statistical inference for ergodic point processes and application to limit order book (Q2359704): Difference between revisions

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Latest revision as of 00:03, 14 July 2024

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Statistical inference for ergodic point processes and application to limit order book
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    Statistical inference for ergodic point processes and application to limit order book (English)
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    22 June 2017
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    multivariate point process
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    ergodicity
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    Hawkes process
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    inferential statistics
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    quasi likelihood analysis
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    limit order book
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