Performance of information criteria for selection of Hawkes process models of financial data (Q4554419)
From MaRDI portal
scientific article; zbMATH DE number 6979458
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performance of information criteria for selection of Hawkes process models of financial data |
scientific article; zbMATH DE number 6979458 |
Statements
Performance of information criteria for selection of Hawkes process models of financial data (English)
0 references
14 November 2018
0 references
Hawkes process
0 references
self-exciting process
0 references
model selection
0 references
information criterion
0 references
predictions
0 references
