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Asymptotic Distribution of the Score Test for Detecting Marks in Hawkes Processes

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Authors and Corporations: Clinet, Simon (Author), Dunsmuir, William (Other), Peters, Gareth (Other), Richards, Kylie-Anne (Other)
Other Authors: Dunsmuir, William [Other] • Peters, Gareth [Other] • Richards, Kylie-Anne [Other]
Type of Resource: E-Book
Language: English
published:
[S.l.] SSRN [2019]
Source: Verbunddaten SWB
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