Uses of Record Class
com.quantfinlib.microstructure.HawkesIntensity.Fit

Packages that use HawkesIntensity.Fit

Package	Description
com.quantfinlib.microstructure	Market microstructure analytics: impact, liquidity, order-flow signals and intraday curves.

Uses of HawkesIntensity.Fit in com.quantfinlib.microstructure

Methods in com.quantfinlib.microstructure that return HawkesIntensity.Fit

Modifier and Type	Method	Description
static HawkesIntensity.Fit	HawkesIntensity.fit(long[] timestampsNanos, long startNanos, long endNanos)	Maximum-likelihood fit of an exponential-kernel Hawkes process to event times observed over [startNanos, endNanos].