Simon Clinet

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Papers (5)

1. Asymptotic Distribution of the Score Test for Detecting Marks in Hawkes Processes math.ST · 2019 · author #1
2. Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book q-fin.ST · 2017 · author #1
3. Efficient asymptotic variance reduction when estimating volatility in high frequency data q-fin.ST · 2017 · author #1
4. Statistical inference for the doubly stochastic self-exciting process q-fin.ST · 2016 · author #1
5. Statistical Inference for Ergodic Point Processes and Application to Limit Order Book math.ST · 2015 · author #1

Mentions

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Frequent Coauthors

• Yoann Potiron 3 shared papers
• Gareth W. Peters 1 shared papers
• Kylie-Anne Richards 1 shared papers
• nakahiro yoshida 1 shared papers
• William T.M. Dunsmuir 1 shared papers