Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling

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Publication:5407023

DOI10.1239/jap/1389370096zbMath1411.60074OpenAlexW2004500615WikidataQ125931112 ScholiaQ125931112MaRDI QIDQ5407023

Feng Chen

Publication date: 4 April 2014

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1389370096




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