A Tale of Two Time Scales : Applications in Nonparametric Hawkes Processes With Ito Semimartingale Baseline
Year of publication: |
[2022]
|
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Authors: | Yu, Seunghyeon ; Potiron, Yoann |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Martingal | Martingale | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (116 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 27, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4174251 [DOI] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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