Pages that link to "Item:Q4960594"
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The following pages link to A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation (Q4960594):
Displaying 8 items.
- Some non asymptotic tail estimates for Hawkes processes (Q998100) (← links)
- Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition (Q2244537) (← links)
- Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes (Q5014205) (← links)
- Parameter Estimation of Binned Hawkes Processes (Q5057223) (← links)
- Nonparametric estimation of recursive point processes with application to mumps in Pennsylvania (Q6089744) (← links)
- Alternative asymptotic inference theory for a nonstationary Hawkes process (Q6116900) (← links)
- Fast and asymptotically efficient estimation in the Hawkes processes (Q6134372) (← links)
- Order Book Queue Hawkes Markovian Modeling (Q6200514) (← links)
