Pages that link to "Item:Q5407023"
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The following pages link to Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling (Q5407023):
Displaying 19 items.
- Direct Likelihood Evaluation for the Renewal Hawkes Process (Q109684) (← links)
- Likelihood based inference for the multivariate renewal Hawkes process (Q149025) (← links)
- Locally stationary Hawkes processes (Q271846) (← links)
- Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
- Marked self-exciting point process modelling of information diffusion on twitter (Q1728642) (← links)
- Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book (Q1740296) (← links)
- Time-frequency analysis of locally stationary Hawkes processes (Q1740528) (← links)
- Statistical inference for the doubly stochastic self-exciting process (Q1750090) (← links)
- Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events (Q2066496) (← links)
- Infinitely stochastic micro reserving (Q2234749) (← links)
- Asymptotic distribution of the score test for detecting marks in Hawkes processes (Q2243558) (← links)
- A semiparametric additive rate model for a modulated renewal process (Q2274650) (← links)
- Nonparametric estimation of locally stationary Hawkes processes (Q6103226) (← links)
- Alternative asymptotic inference theory for a nonstationary Hawkes process (Q6116900) (← links)
- Fast and asymptotically efficient estimation in the Hawkes processes (Q6134372) (← links)
- Adaptive estimation of intensity in a doubly stochastic Poisson process (Q6140338) (← links)
- Disentangling Sources of High Frequency Market Microstructure Noise (Q6617733) (← links)
- Group Network Hawkes Process (Q6631729) (← links)
- A common shock model for multidimensional electricity intraday price modelling with application to battery valuation (Q6657690) (← links)
