Pages that link to "Item:Q2991839"
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The following pages link to Mean-field inference of Hawkes point processes (Q2991839):
Displayed 18 items.
- Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime (Q2059694) (← links)
- The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
- Mean-field limit of age and leaky memory dependent Hawkes processes (Q2137749) (← links)
- On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
- Detecting intraday financial market states using temporal clustering (Q4554234) (← links)
- High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration (Q4554421) (← links)
- Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market (Q4554423) (← links)
- Bond and option pricing for interest rate model with clustering effects (Q4554475) (← links)
- Asymptotic analysis for affine point processes with large initial intensity (Q4615660) (← links)
- (Q4969095) (← links)
- Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes (Q5014205) (← links)
- (Q5093432) (← links)
- Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations (Q5139214) (← links)
- A self-exciting switching jump diffusion: properties, calibration and hitting time (Q5234300) (← links)
- The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347) (← links)
- Disentangling and quantifying market participant volatility contributions (Q5235452) (← links)
- Hawkes Processes Modeling, Inference, and Control: An Overview (Q6046286) (← links)
- Efficient Simulation of Sparse Graphs of Point Processes (Q6108734) (← links)