Multivariate self-exciting jump processes with applications to financial data (Q6103234)
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scientific article; zbMATH DE number 7691577
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate self-exciting jump processes with applications to financial data |
scientific article; zbMATH DE number 7691577 |
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Multivariate self-exciting jump processes with applications to financial data (English)
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2 June 2023
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financial time series
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jump processes
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Markov processes
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multivariate self-exciting processes
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