Pages that link to "Item:Q2359704"

The following pages link to Statistical inference for ergodic point processes and application to limit order book (Q2359704):

Displaying 18 items.

• Penalized least squares approximation methods and their applications to stochastic processes (Q830256) (← links)
• Statistical inference for the doubly stochastic self-exciting process (Q1750090) (← links)
• Hawkes process and Edgeworth expansion with application to maximum likelihood estimator (Q2046294) (← links)
• Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise (Q2046480) (← links)
• Regenerative properties of the linear Hawkes process with unbounded memory (Q2075331) (← links)
• Quasi-likelihood analysis and its applications (Q2137733) (← links)
• Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes (Q2144192) (← links)
• On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
• Marked point processes and intensity ratios for limit order book modeling (Q2166017) (← links)
• Stability for Hawkes processes with inhibition (Q2183136) (← links)
• Asymptotic distribution of the score test for detecting marks in Hawkes processes (Q2243558) (← links)
• Confidence interval for correlation estimator between latent processes (Q2303484) (← links)
• Partial quasi-likelihood analysis (Q2329845) (← links)
• Sparse estimation for generalized exponential marked Hawkes process (Q2694805) (← links)
• Exponential ergodicity for diffusions with jumps driven by a Hawkes process (Q4989959) (← links)
• Multivariate self-exciting jump processes with applications to financial data (Q6103234) (← links)
• Alternative asymptotic inference theory for a nonstationary Hawkes process (Q6116900) (← links)
• Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)