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1. Bootstrap inference for Hawkes and general point processes

   Author: Cavaliere, Giuseppe; Lu, Ye; Rahbek, Anders; Stærk-Østergaard, Jacob

   Published: [2021]

   Publisher:  Department of Economics, University of Copenhagen, Copenhagen, Denmark

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   Verlag (kostenfrei) Verlag (kostenfrei)

   Kiel: ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   VS 572

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Edition:	This version: March 2021
   Series:	Discussion papers / Department of Economics, University of Copenhagen ; no. 21, 05
   Subjects:	Self-exciting point processes; conditional intensity; bootstrap inference; Hawkes process
   Scope:	1 Online-Ressource (circa 47 Seiten), Illustrationen