Bootstrap inference for Hawkes and general point processes
Year of publication: |
2023
|
---|---|
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
|
Subject: | Autoregressive conditional duration models | Bootstrap inference | Conditional intensity | Hawkes process | Self-exciting point processes | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation |
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