Bootstrap inference for Hawkes and general point processes
Giuseppe Cavaliere, Ye Lu, Anders Rahbek, Jacob Stærk-Østergaard
| Year of publication: |
2023
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|---|---|
| Authors: | Cavaliere, Giuseppe ; Lu, Ye ; Rahbek, Anders ; Stærk-Østergaard, Jacob |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 1, p. 133-165
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| Subject: | Autoregressive conditional duration models | Bootstrap inference | Conditional intensity | Hawkes process | Self-exciting point processes | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Statistische Bestandsanalyse | Duration analysis | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Dauer | Duration | Induktive Statistik | Statistical inference | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.02.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014434387