Statistical inference for the doubly stochastic self-exciting process

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Publication:1750090

DOI10.3150/17-BEJ966zbMath1407.60070arXiv1607.05831MaRDI QIDQ1750090

Yoann Potiron, Simon Clinet

Publication date: 18 May 2018

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.05831




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