The limits of statistical significance of Hawkes processes fitted to financial data (Q5001105): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: LBFGS-B / rank | |||
Normal rank | |||
Revision as of 13:27, 28 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
16 July 2021
0 references
point processes
0 references
time series
0 references
inference from stochastic processes
0 references
kernel estimation
0 references
