Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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