Pages that link to "Item:Q5132613"
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The following pages link to Clustering Effects via Hawkes Processes (Q5132613):
Displaying 4 items.
- On the Bartlett spectrum of randomized Hawkes processes (Q2869104) (← links)
- Interest Rates Term Structure Models Driven by Hawkes Processes (Q6070672) (← links)
- Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S\&P500 data (Q6549590) (← links)
- A recursive method for fractional Hawkes intensities and the potential approach of credit risk (Q6569141) (← links)