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ORCID"Self-exciting multifractional processes."
Fabian A. Harang, Marc Lagunas-Merino, Salvador Ortiz-Latorre (2021)
- Fabian A. Harang
, Marc Lagunas-Merino, Salvador Ortiz-Latorre:
Self-exciting multifractional processes. J. Appl. Probab. 58(1): 22-41 (2021)
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