Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557)
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scientific article
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| English | Modeling, simulation and inference for multivariate time series of counts using trawl processes |
scientific article |
Statements
169
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110-129
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January 2019
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4 January 2019
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Modeling, simulation and inference for multivariate time series of counts using trawl processes (English)
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count data
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continuous time modeling of multivariate time series
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infinitely divisible
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limit order book
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multivariate negative binomial law
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Poisson mixtures
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trawl processes
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0.8409409523010254
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0.7435199618339539
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0.7375195622444153
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0.7239298820495605
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0.7222809791564941
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