Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Reference24 articles.
1. Andersen P, Borgan O, Gill R, Keiding N (1996) Statistical Models Based on Counting Processes. Springer Series in Statistics, Springer, New York
2. Bacry E, Mastromatteo I, Muzy J-F (2015) Hawkes processes in finance. Market Microstruct Liq 1(01):1550005
3. Brémaud P, Massoulié L (1996) Stability of nonlinear hawkes processes. Ann Probab 24(3):1563–1588
4. Breusch TS, Pagan A (1980) The lagrange multiplier test and its applications to model specification in econometrics. Rev Econ Stud 47(1):239–253
5. Chen F, Hall P (2013) Inference for a nonstationary self-exciting point process with an application in ultra-high frequency financial data modeling. J Appl Probab 50(4):1006–1024
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献