13 citations · 23 across the 6 of their papers we have counts for
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econ.EM2024★ 4 cited
An unbounded intensity model for point processes
Kim Christensen, Alexei Kolokolov
We develop a model for point processes on the real line, where the intensity can be locally unbounded without inducing an explosion. In contrast to an orderly point process, for wh…
econ.EM2024
To be or not to be: Roughness or long memory in volatility?
Mikkel Bennedsen, Kim Christensen, Peter Christensen
We develop a framework for composite likelihood estimation of parametric continuous-time stationary Gaussian processes. We derive the asymptotic theory of the associated maximum co…
physics.soc-ph2024★ 2 cited
A simple model of global cascades on random hypergraphs
Lei Chen, Yanpeng Zhu, Jiadong Zhu +5
This study introduces a comprehensive framework that situates information cascades within the domain of higher-order interactions, utilizing a double-threshold hypergraph model. We…