Modelling security market events in continuous time: intensity based, multivariate point process models (Q289187): Difference between revisions

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+Nonparametric inference for a family of counting processes
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+Testing When a Parameter is on the Boundary of the Maintained Hypothesis
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+Econometric modelling of stock market intraday activity.
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+Point processes and queues. Martingale dynamics
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+Stability of nonlinear Hawkes processes
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+A simple proof of the multivariate random time change theorem for point processes
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+An Introduction to the Theory of Point Processes
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+The Econometrics of Ultra-high-frequency Data
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+Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
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+Modeling the interdependence of volatility and inter-transaction duration processes.
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+Spectra of some self-exciting and mutually exciting point processes
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+Q4000186
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+The asymptotic behaviour of maximum likelihood estimators for stationary point processes
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+On Lewis' simulation method for point processes
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+Partial non-Gaussian state space
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+A note on random intensities and conditional survival functions
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