2 results
Hawkes processes with variable length memory and an infinite number of components
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 49 / Issue 1 / March 2017
- Published online by Cambridge University Press:
- 17 March 2017, pp. 84-107
- Print publication:
- March 2017
-
- Article
- Export citation
Multivariate Hawkes processes: an application to financial data
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 48 / Issue A / August 2011
- Published online by Cambridge University Press:
- 14 July 2016, pp. 367-378
- Print publication:
- August 2011
-
- Article
-
- You have access
- Export citation