Pages that link to "Item:Q1750090"
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The following pages link to Statistical inference for the doubly stochastic self-exciting process (Q1750090):
Displayed 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)