Self-exciting jump processes with applications to energy markets
type: Item
instance of: scholarly article
title: Self-exciting jump processes with applications to energy markets
zbMATH Open document ID: 1387.60083
author: Heidar Eyjolfsson
author: Dag Tjøstheim
published in: Annals of the Institute of Statistical Mathematics
publication date: 2018-04-19T00:00:00Z
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6861764
zbMATH Keywords: self-exciting processes
zbMATH Keywords: jump processes
zbMATH Keywords: Markov processes
zbMATH Keywords: energy markets
MaRDI profile type: Publication
full work available at URL: s10463-016-0591-8
OpenAlex ID: W2568095913
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DOI: 10.1007/S10463-016-0591-8
description: scientific article; zbMATH DE number 6861764