Statistical inference for the doubly stochastic self-exciting process (Q1750090)
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scientific article
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| English | Statistical inference for the doubly stochastic self-exciting process |
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Statistical inference for the doubly stochastic self-exciting process (English)
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18 May 2018
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Hawkes process
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high-frequency data
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integrated parameter
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self-exciting process
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stochastic
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time-varying parameter
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0.8052264451980591
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0.8042016625404358
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0.7877198457717896
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0.7859276533126831
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0.7857630848884583
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