vix.ing · top · new · best · stats · spec

Hawkes, A. G.

  1. A Fractional Hawkes process
    2020/03/02 by Chen, J., Hawkes, A. G., Scalas, E. · 1 citation
    #26A33 #60G55 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)