Select Publications

Preprints

Richards K-A; Dunsmuir WTM; Peters GW, 2024, Score Test for Marks in Hawkes Processes, , http://dx.doi.org/10.21203/rs.3.rs-3898697/v1

Clinet S; Dunsmuir WTM; Peters GW; Richards K-A, 2019, Asymptotic Distribution of the Score Test for Detecting Marks in Hawkes Processes, , http://dx.doi.org/10.48550/arxiv.1904.13147

Richards K-A; Peters GW; Dunsmuir W, 2012, Heavy-Tailed Features and Empirical Analysis of the Limit Order Book Volume Profiles in Futures Markets, , http://dx.doi.org/10.48550/arxiv.1210.7215

Clinet S; Dunsmuir W; Peters G; Richards K-A, Asymptotic Distribution of the Score Test for Detecting Marks in Hawkes Processes, , http://dx.doi.org/10.2139/ssrn.3380754

Richards K-A; Peters GW; Dunsmuir WTM, Heavy-Tailed Features and Empirical Analysis of the Limit Order Book Volume Profiles in Futures Markets, , http://dx.doi.org/10.2139/ssrn.2268283

Richards K-A; Dunsmuir W; Peters GW, Score Test for Marks in Hawkes Processes, , http://dx.doi.org/10.2139/ssrn.3381976

Richards K-A; Dunsmuir W; Peters GW, Supplementary Materials for 'Score Test for Marks in Hawkes Processes', , http://dx.doi.org/10.2139/ssrn.3531285


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