Pages that link to "Item:Q6158435"
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The following pages link to Multivariate quadratic Hawkes processes—part I: theoretical analysis (Q6158435):
Displaying 5 items.
- Simultaneous multivariate Hawkes-type point processes and their application to financial markets (Q2329858) (← links)
- Some limit theorems for Hawkes processes and application to financial statistics (Q2447641) (← links)
- Multivariate Hawkes processes: an application to financial data (Q3094498) (← links)
- Testing the causality of Hawkes processes with time reversal (Q4964526) (← links)
- On the cumulant transforms for Hawkes processes (Q6159627) (← links)