A parameter estimation method for multivariate binned Hawkes processes

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1573-1375
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
A parameter estimation method for multivariate binned Hawkes processes ; volume:32 ; number:6 ; day:19 ; month:10 ; year:2022 ; pages:1-13 ; date:12.2022
Statistics and computing ; 32, Heft 6 (19.10.2022), 1-13, 12.2022

Creator
Shlomovich, Leigh
Cohen, Edward A. K.
Adams, Niall
Contributor
SpringerLink (Online service)

DOI
10.1007/s11222-022-10121-2
URN
urn:nbn:de:101:1-2023020921131747673321
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 10:51 AM CEST

Data provider

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Associated

  • Shlomovich, Leigh
  • Cohen, Edward A. K.
  • Adams, Niall
  • SpringerLink (Online service)

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