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Matthias Kirchner
Matthias Kirchner
Unknown affiliation
Verified email at nms.phbern.ch
Title
Cited by
Cited by
Year
An estimation procedure for the Hawkes process
M Kirchner
Quantitative Finance 17 (4), 571-595, 2017
1062017
Hawkes and INAR (¡Û) processes
M Kirchner
Stochastic Processes and their Applications 126 (8), 2494-2525, 2016
822016
Hawkes graphs
P Embrechts, M Kirchner
Theory of Probability & Its Applications 62 (1), 132-156, 2018
382018
A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation
M Kirchner, A Bercher
Journal of Statistical Computation and Simulation 88 (6), 1106-1116, 2018
332018
Hawkes model specification for limit order books
M Kirchner, S Vetter
The European Journal of Finance 28 (7), 642-662, 2022
82022
Perspectives on Hawkes processes
M Kirchner
ETH Zurich, 2017
52017
Critical cluster cascades
M Kirchner
Advances in Applied Probability 55 (2), 357-381, 2023
12023
Algorithmische Alchemie¡Vdie sozio-technische Reproduktion sozialer Ungleichheit im Bildungssystem
T Röhl, M Kirchner
Soziale Probleme 2/2023, 2023
2023
Fluctuations and precise deviations of cumulative INAR time series
M Kirchner, GL Torrisi
Stochastic Processes and their Applications 164, 1-32, 2023
2023
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