Statistical inference for ergodic point processes and application to limit order book (Q2359704): Difference between revisions
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Revision as of 20:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for ergodic point processes and application to limit order book |
scientific article |
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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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