Bootstrap inference for Hawkes and general point processes
Year of publication: |
[2021]
|
---|---|
Authors: | Discussion Paper Series, U. Copenhagen Economics ; Cavaliere, Giuseppe ; Lu, Ye ; Rahbek, Anders ; Østergaard, Jacob |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Induktive Statistik | Statistical inference |
Extent: | 1 Online-Ressource (46 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 12, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3844552 [DOI] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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