Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Multivariate Hawkes processes: an application to financial data - MaRDI portal

Multivariate Hawkes processes: an application to financial data (Q3094498)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Multivariate Hawkes processes: an application to financial data
scientific article

    Statements

    title
    Multivariate Hawkes processes: an application to financial data (English)
    0 references
    author
    Paul Embrechts
    0 references
    Thomas Liniger
    0 references
    Lu Lin
    0 references
    publication date
    25 October 2011
    0 references
    zbMATH Keywords
    point process
    0 references
    self-exciting
    0 references
    marks
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62M09
    0 references
    60G55
    0 references
    62P05
    0 references
    62M30
    0 references
    91G70
    0 references
    zbMATH DE Number
    5963742
    0 references
    OpenAlex ID
    W1973168503
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3094498&oldid=32001066"
    Powered by MediaWiki