The following pages link to Hawkes Graphs (Q4641657):
Displaying 7 items.
- Bankruptcy risk dependence structure using the INAR model comprising macroeconomic indicators applied to stress tests (Q2166070) (← links)
- Sparse estimation for generalized exponential marked Hawkes process (Q2694805) (← links)
- An estimation procedure for the Hawkes process (Q4555098) (← links)
- A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation (Q4960594) (← links)
- State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) (← links)
- (Q5093432) (← links)
- A Conversation With Paul Embrechts (Q6064127) (← links)
