Statistical inference for the doubly stochastic self-exciting process

20 July 2016

Papers citing "Statistical inference for the doubly stochastic self-exciting process"

4 / 4 papers shown

Title
The statistical physics of discovering exogenous and endogenous factors in a chain of events Shinsuke Koyama S. Shinomoto 21 7 0 02 Mar 2020
Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes Simon Clinet 19 2 0 31 Jan 2020
Local Parametric Estimation in High Frequency Data Yoann Potiron P. Mykland 30 13 0 17 Mar 2016
Quarticity and other functionals of volatility: Efficient estimation J. Jacod M. Rosenbaum 58 123 0 16 Jul 2012