The limits of statistical significance of Hawkes processes fitted to financial data (Q5001105): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q844568
RedirectionBot (talk | contribs)
Changed an Item
Property / author
 
Property / author: Damien Challet / rank
 
Normal rank

Revision as of 10:27, 21 February 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)
    0 references
    0 references
    0 references
    16 July 2021
    0 references
    point processes
    0 references
    time series
    0 references
    inference from stochastic processes
    0 references
    kernel estimation
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references