Pages that link to "Item:Q3646988"
From MaRDI portal
The following pages link to Modelling Financial High Frequency Data Using Point Processes (Q3646988):
Displaying 7 items.
- Investigating Clustering and Violence Interruption in Gang-Related Violent Crime Data Using Spatial–Temporal Point Processes With Covariates (Q5881954) (← links)
- ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS (Q6078283) (← links)
- Hierarchy of temporal responses of multivariate self-excited epidemic processes (Q6135213) (← links)
- Universality in the number variance and counting statistics of the real and symplectic Ginibre ensemble (Q6148232) (← links)
- Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)
- Large and moderate deviations for a discrete-time marked Hawkes process (Q6164685) (← links)
- A palm space approach to non-linear Hawkes processes (Q6186447) (← links)