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Score Test for Marks in Hawkes Processes

https://doi.org/10.2139/ssrn.3381976
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16/16 checkable references clean · checked 2026-08-03

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

7 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 16 checked references that resolve
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Statistical Models Based on Counting Processes
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Modelling security market events in continuous time: Intensity based, multivariate point process models
resolves10.1214/aop/1065725193
Stability of nonlinear Hawkes processes
resolves10.2307/2297111
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
resolves10.2139/ssrn.3380754
Asymptotic Distribution of the Score Test for Detecting Marks in Hawkes Processes
resolves10.1016/j.spa.2016.09.014
Statistical inference for ergodic point processes and application to Limit Order Book
resolves10.1073/pnas.0803685105
Robust dynamic classes revealed by measuring the response function of a social system
resolves10.1002/9781118573013
Fundamental Aspects of Operational Risk and Insurance Analytics
resolves10.1239/jap/1318940477
Multivariate Hawkes processes: an application to financial data
resolves10.1080/14697688.2015.1032544
Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data
resolves10.1080/14697688.2013.803148
Limit order books
resolves10.1093/biomet/58.1.83
Spectra of some self-exciting and mutually exciting point processes
resolves10.1063/pt.5.028530
Preprint repository arXiv achieves milestone million uploads
resolves10.1007/bf02480216
The asymptotic behaviour of maximum likelihood estimators for stationary point processes
resolves10.1109/tit.1981.1056305
On Lewis' simulation method for point processes
resolves10.1080/01621459.1988.10478560
Statistical Models for Earthquake Occurrences and Residual Analysis for Point Processes
The 7 references without a DOI — listed, not checked
no DOI — not checkedref9
no DOI — not checkedAnalysis of Longitudinal Data
no DOI — not checkedref15
no DOI — not checkedref16
no DOI — not checkedref18
no DOI — not checkedref19
no DOI — not checkedref23
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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