Asymptotic distribution of the score test for detecting marks in hawkes processes

Clinet, S Dunsmuir, WTM Peters, GW Richards, K-A

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Publisher:: Springer Science and Business Media LLC
Publication Type:: Journal Article
Citation:: Statistical Inference for Stochastic Processes, 2021, 24, (3), pp. 635-668
Issue Date:: 2021-10

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Field	Value	Language
dc.contributor.author	Clinet, S
dc.contributor.author	Dunsmuir, WTM
dc.contributor.author	Peters, GW
dc.contributor.author	Richards, K-A
dc.date.accessioned	2021-12-02T03:54:02Z
dc.date.available	2021-12-02T03:54:02Z
dc.date.issued	2021-10
dc.identifier.citation	Statistical Inference for Stochastic Processes, 2021, 24, (3), pp. 635-668
dc.identifier.issn	1387-0874
dc.identifier.issn	1572-9311
dc.identifier.uri	http://hdl.handle.net/10453/152026
dc.language	en
dc.publisher	Springer Science and Business Media LLC
dc.relation.ispartof	Statistical Inference for Stochastic Processes
dc.relation.isbasedon	10.1007/s11203-021-09245-5
dc.rights	info:eu-repo/semantics/closedAccess
dc.subject	0104 Statistics
dc.subject.classification	Statistics & Probability
dc.title	Asymptotic distribution of the score test for detecting marks in hawkes processes
dc.type	Journal Article
utslib.citation.volume	24
utslib.for	0104 Statistics
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Finance Discipline
utslib.copyright.status	closed_access	*
dc.date.updated	2021-12-02T03:54:01Z
pubs.issue	3
pubs.publication-status	Published
pubs.volume	24
utslib.citation.issue	3

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