An estimation procedure for the Hawkes process M Kirchner Quantitative Finance 17 (4), 571-595, 2017 | 106 | 2017 |
Hawkes and INAR (¡Û) processes M Kirchner Stochastic Processes and their Applications 126 (8), 2494-2525, 2016 | 82 | 2016 |
Hawkes graphs P Embrechts, M Kirchner Theory of Probability & Its Applications 62 (1), 132-156, 2018 | 38 | 2018 |
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 | 33 | 2018 |
Hawkes model specification for limit order books M Kirchner, S Vetter The European Journal of Finance 28 (7), 642-662, 2022 | 8 | 2022 |
Perspectives on Hawkes processes M Kirchner ETH Zurich, 2017 | 5 | 2017 |
Critical cluster cascades M Kirchner Advances in Applied Probability 55 (2), 357-381, 2023 | 1 | 2023 |
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 |