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Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
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Mildly explosive autoregression under weak and strong dependence
In:
Journal of econometrics
169
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2012
)
2
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pp. 179-187
Persistent link: https://www.econbiz.de/10009671324
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