المؤلفون: Zheng, Ban, Roueff, François, Abergel, Frédéric

المساهمون: Chaire de finance quantitative (FiQuant), Mathématiques et Informatique pour la Complexité et les Systèmes (MICS), CentraleSupélec-CentraleSupélec, Laboratoire Traitement et Communication de l'Information (LTCI), Télécom ParisTech-Institut Mines-Télécom Paris (IMT)-Centre National de la Recherche Scientifique (CNRS), Mathématiques Appliquées aux Systèmes - EA 4037 (MAS), Ecole Centrale Paris, CIFRE, Telecom ParisTech-Natixis-Chaire de Finance Quantitative (ECP)

المصدر: EISSN: 1945-497X ; SIAM Journal on Financial Mathematics ; https://hal.science/hal-00777941Test ; SIAM Journal on Financial Mathematics, 2014, 5 (1), pp.P. 99-136. ⟨10.1137/130912980⟩

مصطلحات موضوعية: Point processes, Hawkes processes, Limit theorems, Discretisation of stochastic processes, limit order book, 60F05, 60G55, 62M10, JEL: C - Mathematical and Quantitative Methods/C.C1 - Econometric and Statistical Methods and Methodology: General, JEL: G - Financial Economics/G.G1 - General Financial Markets, [QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP], [QFIN.TR]Quantitative Finance [q-fin]/Trading and Market Microstructure [q-fin.TR], [STAT.AP]Statistics [stat]/Applications [stat.AP], [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH], [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

العلاقة: info:eu-repo/semantics/altIdentifier/arxiv/1301.5007; hal-00777941; https://hal.science/hal-00777941Test; https://hal.science/hal-00777941v2/documentTest; https://hal.science/hal-00777941v2/file/const-hawkes-sifin.pdfTest; ARXIV: 1301.5007

الإتاحة: https://doi.org/10.1137/130912980Test
https://hal.science/hal-00777941Test
https://hal.science/hal-00777941v2/documentTest
https://hal.science/hal-00777941v2/file/const-hawkes-sifin.pdfTest

المؤلفون: Jussi Korpela, Kai Puolamäki, Emilia Oikarinen, Antti Ukkonen

المصدر: SDM
Scopus-Elsevier

مصطلحات موضوعية: ta113, FOS: Computer and information sciences, 0301 basic medicine, Multivariate statistics, multivariate statistics, 62G15, 62H99, 62M10, G.3, Machine Learning (stat.ML), 02 engineering and technology, algorithms, Statistics - Applications, Confidence interval, Data vector, 03 medical and health sciences, Variable (computer science), 030104 developmental biology, Statistics - Machine Learning, Statistical significance, Statistics, 0202 electrical engineering, electronic engineering, information engineering, Applications (stat.AP), 020201 artificial intelligence & image processing, confidence intervals, Mathematics

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::57b56eeddf999c7b24eac3de0027167bTest
https://doi.org/10.1137/1.9781611974973.78Test