U. Copenhagen Economics Discussion Paper Series

Department of Economics

University of Copenhagen, Building 26

Øster Farimagsgade 5

Copenhagen K., DK-1353

Denmark

http://www.econ.ku.dk/

  • Department of Economics

SCHOLARLY PAPERS

1

DOWNLOADS

44

TOTAL CITATIONS

1

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Bootstrap inference for Hawkes and general point processes

Number of pages: 46 Posted: 13 May 2021
U. Copenhagen Economics Discussion Paper Series, Giuseppe Cavaliere, Ye Lu, Anders Rahbek and Jacob Østergaard
Department of Economics, University of Bologna - Department of Economics, The University of Sydney - School of Economics, University of Copenhagen - Department of Statistics and Operations Research and affiliation not provided to SSRN
Downloads 44 (823,594)
Citation 1

Abstract:

Loading...

self-exciting point processes, conditional intensity, bootstrap inference, Hawkes process