Statistical Inference for Ergodic Point Processes and Application to Limit Order Book

7 December 2015

Papers citing "Statistical Inference for Ergodic Point Processes and Application to Limit Order Book"

8 / 8 papers shown

Title
Quasi-likelihood analysis for adaptive estimation of a degenerate diffusion process A. Gloter Nakahiro Yoshida 16 0 0 23 Feb 2024
A Hawkes model with CARMA(p,q) intensity Lorenzo Mercuri Andrea Perchiazzo Edit Rroji 19 4 0 04 Aug 2022
On the nonparametric inference of coefficients of self-exciting jump-diffusion Chiara Amorino Charlotte Dion A. Gloter Sarah Lemler 23 5 0 24 Nov 2020
Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes Simon Clinet 21 2 0 31 Jan 2020
Penalized quasi likelihood estimation for variable selection Yoshiki Kinoshita Nakahiro Yoshida 21 8 0 28 Oct 2019
Regenerative properties of the linear hawkes process with unbounded memory C. Graham 25 12 0 27 May 2019
Statistical inference for the doubly stochastic self-exciting process Simon Clinet Yoann Potiron 33 13 0 20 Jul 2016
Quasi-Likelihood Analysis for Stochastic Regression Models with Nonsynchronous Observations Teppei Ogihara Nakahiro Yoshida 50 14 0 20 Dec 2012