Pages that link to "Item:Q2433253"

The following pages link to Approximate simulation of Hawkes processes (Q2433253):

Displaying 9 items.

• Structural credit risk modelling with Hawkes jump diffusion processes (Q269364) (← links)
• Bayesian inference for Hawkes processes (Q370904) (← links)
• Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
• Point processes on directed linear networks (Q2241612) (← links)
• The pair correlation function of spatial Hawkes processes (Q2373688) (← links)
• Construction and simulation of generalized multivariate Hawkes processes (Q2684947) (← links)
• Performance of information criteria for selection of Hawkes process models of financial data (Q4554419) (← links)
• Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data (Q4619496) (← links)
• The Hawkes Process with Different Exciting Functions and its Asymptotic Behavior (Q5252235) (← links)