Terra Cognita

Multivariate Quadratic Hawkes Processes -- Part I: Theoretical Analysis

arxiv-nonexclusive link only — licence forbids redistribution arxiv 2022

C\'ecilia Aubrun, Michael Benzaquen, Jean-Philippe Bouchaud

arXiv preprint (q-fin.TR, cond-mat.stat-mech, math.PR).

Source ↗

ABSTRACT · 0.0 MB · sha256 48ce28c6fdab…

Concepts this teaches

Not yet mapped to any concept.

A resource only becomes useful here once a curator has anchored it to concepts at specific pages. Until then it is a book on a shelf.