Pages that link to "Item:Q1750090"

The following pages link to Statistical inference for the doubly stochastic self-exciting process (Q1750090):

Displaying 7 items.

• Efficient asymptotic variance reduction when estimating volatility in high frequency data (Q1668576) (← links)
• Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book (Q1740296) (← links)
• Statistical inference for the doubly stochastic self-exciting process (Q1750090) (← links)
• Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes (Q2144192) (← links)
• Asymptotic distribution of the score test for detecting marks in Hawkes processes (Q2243558) (← links)
• Nonparametric estimation of locally stationary Hawkes processes (Q6103226) (← links)
• Alternative asymptotic inference theory for a nonstationary Hawkes process (Q6116900) (← links)