Pages that link to "Item:Q288846"
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The following pages link to Hawkes and INAR(\(\infty\)) processes (Q288846):
Displayed 17 items.
- Spectral estimation of Hawkes processes from count data (Q128141) (← links)
- A parameter estimation method for multivariate binned Hawkes processes (Q2103973) (← links)
- Cluster point processes and Poisson thinning INARMA (Q2121089) (← links)
- Bivariate integer-autoregressive process with an application to mutual fund flows (Q2274940) (← links)
- Modeling extreme negative returns using marked renewal Hawkes processes (Q2283055) (← links)
- An estimation procedure for the Hawkes process (Q4555098) (← links)
- Hawkes Graphs (Q4641657) (← links)
- A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation (Q4960594) (← links)
- Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes (Q5014205) (← links)
- Parameter Estimation of Binned Hawkes Processes (Q5057223) (← links)
- Mean targeting estimation for integer-valued time series with application to change point test (Q5093736) (← links)
- Propagation of Spiking Moments in Linear Hawkes Networks (Q5109367) (← links)
- The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347) (← links)
- Fluctuations and precise deviations of cumulative INAR time series (Q6048968) (← links)
- Nonlinear Poisson autoregression and nonlinear Hawkes processes (Q6098998) (← links)
- A first-order binomial-mixed Poisson integer-valued autoregressive model with serially dependent innovations (Q6099329) (← links)
- Nonparametric estimation of locally stationary Hawkes processes (Q6103226) (← links)