Pages that link to "Item:Q4554419"
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The following pages link to Performance of information criteria for selection of Hawkes process models of financial data (Q4554419):
Displaying 11 items.
- A review of self-exciting spatio-temporal point processes and their applications (Q1630387) (← links)
- Moments for Hawkes processes with gamma decay kernel functions (Q2157395) (← links)
- Condition-based maintenance for a system subject to multiple degradation processes with stochastic arrival intensity (Q2672076) (← links)
- An elementary derivation of moments of Hawkes processes (Q3298815) (← links)
- (Q4348944) (← links)
- The limits of statistical significance of Hawkes processes fitted to financial data (Q5001105) (← links)
- Numerical method for means of linear Hawkes processes (Q5077453) (← links)
- The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347) (← links)
- Comparative evaluation of point process forecasts (Q6138752) (← links)
- Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity (Q6172146) (← links)
- Multivariate Hawkes process allowing for common shocks (Q6650757) (← links)
