An estimation procedure for the Hawkes process (Q4555098)
From MaRDI portal
scientific article; zbMATH DE number 6981213
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An estimation procedure for the Hawkes process |
scientific article; zbMATH DE number 6981213 |
Statements
An estimation procedure for the Hawkes process (English)
0 references
19 November 2018
0 references
multivariate Hawkes process
0 references
multivariate integer-valued autoregressive time series
0 references
conditional least-squares estimation
0 references
intraday financial econometrics
0 references
0 references
