Hierarchy of temporal responses of multivariate self-excited epidemic processes
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DOI: 10.1140/epjb/e2013-30493-9
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- BAUWENS, Luc & HAUTSCH, Nikolaus, 2006.
"Modelling financial high frequency data using point processes,"
LIDAM Discussion Papers CORE
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Cited by:
- Didier Sornette & Thomas Maillart & Giacomo Ghezzi, 2014. "How Much Is the Whole Really More than the Sum of Its Parts? 1 ⊞ 1 = 2.5: Superlinear Productivity in Collective Group Actions," PLOS ONE, Public Library of Science, vol. 9(8), pages 1-15, August.
- Maillart, Thomas & Sornette, Didier, 2019. "Aristotle vs. Ringelmann: On superlinear production in open source software," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 964-972.
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Keywords
Statistical and Nonlinear Physics;Statistics
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