A Hawkes model with CARMA(p,q) intensity
| Autor: | Mercuri, Lorenzo, Perchiazzo, Andrea, Rroji, Edit |
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| Zdroj: | In Insurance Mathematics and Economics May 2024 116:1-26 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Mercuri, Lorenzo, Perchiazzo, Andrea, Rroji, Edit |
|---|---|
| Zdroj: | In Insurance Mathematics and Economics May 2024 116:1-26 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect