Pages that link to "Item:Q288846"

The following pages link to Hawkes and INAR(\(\infty\)) processes (Q288846):

Displaying 20 items.

• Spectral estimation of Hawkes processes from count data (Q128141) (← links)
• A parameter estimation method for multivariate binned Hawkes processes (Q2103973) (← links)
• Cluster point processes and Poisson thinning INARMA (Q2121089) (← links)
• Bivariate integer-autoregressive process with an application to mutual fund flows (Q2274940) (← links)
• Modeling extreme negative returns using marked renewal Hawkes processes (Q2283055) (← links)
• An estimation procedure for the Hawkes process (Q4555098) (← links)
• Hawkes Graphs (Q4641657) (← links)
• A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation (Q4960594) (← links)
• Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes (Q5014205) (← links)
• Parameter Estimation of Binned Hawkes Processes (Q5057223) (← links)
• Mean targeting estimation for integer-valued time series with application to change point test (Q5093736) (← links)
• Propagation of Spiking Moments in Linear Hawkes Networks (Q5109367) (← links)
• The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347) (← links)
• Fluctuations and precise deviations of cumulative INAR time series (Q6048968) (← links)
• Nonlinear Poisson autoregression and nonlinear Hawkes processes (Q6098998) (← links)
• Nonparametric estimation of locally stationary Hawkes processes (Q6103226) (← links)
• Estimating Covid-19 transmission time using Hawkes point processes (Q6138645) (← links)
• INAR approximation of bivariate linear birth and death process (Q6190219) (← links)
• On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes (Q6541944) (← links)
• (Almost) complete characterization of the stability of a discrete-time Hawkes process with inhibition and memory of length two (Q6639540) (← links)