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hawkes

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Hawkes
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swMATH26589CRANhawkesMaRDI QIDQ38319FDOQ38319

Hawkes process simulation and calibration toolkit

Riadh Zaatour

Last update: 19 May 2014

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.0-4

Official website: https://cran.r-project.org/web/packages/hawkes/index.html

Source code repository: https://github.com/cran/hawkes




Cited In (7)

  • FastGGM
  • highfrequency
  • MSGARCH
  • LZeroSpikeInference
  • ACDm
  • eNchange
  • elevatr


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