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A Hawkes model with CARMA(p,q) intensity - MaRDI portal

A Hawkes model with CARMA(p,q) intensity (Q6406993)

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scientific article; zbMATH DE number 7852741
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English
A Hawkes model with CARMA(p,q) intensity
scientific article; zbMATH DE number 7852741

    Statements

    publication date
    4 August 2022
    0 references
    arXiv classification
    q-fin.ST
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    math.ST
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    stat.TH
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    author
    Lorenzo Mercuri
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    Andrea Perchiazzo
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    Edit Rroji
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    title
    A Hawkes model with CARMA(p,q) intensity (English)
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    Identifiers

    arXiv ID
    2208.02659
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    zbMATH DE Number
    7852741
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    OpenAlex ID
    W4391482705
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    Wikidata QID
    Q128772589
    0 references
     
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