Pages that link to "Item:Q4555098"

The following pages link to An estimation procedure for the Hawkes process (Q4555098):

Displaying 20 items.

• Spectral estimation of Hawkes processes from count data (Q128141) (← links)
• Optimal reinsurance-investment strategy for a dynamic contagion claim model (Q784437) (← links)
• Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
• Cluster point processes and Poisson thinning INARMA (Q2121089) (← links)
• GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model (Q2128068) (← links)
• Bankruptcy risk dependence structure using the INAR model comprising macroeconomic indicators applied to stress tests (Q2166070) (← links)
• Analysis of order book flows using a non-parametric estimation of the branching ratio matrix (Q4554417) (← links)
• Infinite-server queues with Hawkes input (Q4555298) (← links)
• Hawkes Graphs (Q4641657) (← links)
• A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation (Q4960594) (← links)
• Testing the causality of Hawkes processes with time reversal (Q4964526) (← 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)
• State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) (← links)
• (Q5093432) (← 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)
• Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity (Q6172146) (← links)
• Order Book Queue Hawkes Markovian Modeling (Q6200514) (← links)