Pages that link to "Item:Q6103234"
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The following pages link to Multivariate self-exciting jump processes with applications to financial data (Q6103234):
Displaying 3 items.
- Continuous time processes for finance. Switching, self-exciting, fractional and other recent dynamics (Q2153594) (← links)
- Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling (Q5407023) (← links)
- Count network autoregression (Q6641047) (← links)