No label defined (Q5011451)

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scientific article; zbMATH DE number 7387538

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7387538

Statements

scholarly article

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publication date

27 August 2021

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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An introduction to statistical modeling of extreme values

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An Introduction to the Theory of Point Processes

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Multivariate Hawkes processes: an application to financial data

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Noncausality in Continuous Time

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Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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Modeling multivariate extreme events using self-exciting point processes

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Spectra of some self-exciting and mutually exciting point processes

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Simultaneous multivariate Hawkes-type point processes and their application to financial markets

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The asymptotic behaviour of maximum likelihood estimators for stationary point processes

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Heavy-Tail Phenomena

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.11329/JJSSJ.46.137

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Sitelinks

Mathematics(1 entry)

mardi Publication:5011451

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