An estimation procedure for the Hawkes process (Q4555098)
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scientific article; zbMATH DE number 6981213
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An estimation procedure for the Hawkes process |
scientific article; zbMATH DE number 6981213 |
Statements
An estimation procedure for the Hawkes process (English)
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19 November 2018
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multivariate Hawkes process
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multivariate integer-valued autoregressive time series
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conditional least-squares estimation
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intraday financial econometrics
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