Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Statistical Inference for Ergodic Point Processes and Application to
  Limit Order Book   We construct a general procedure for the Quasi Likelihood Analysis applied to
a multivariate point process on the real half line in an ergodic framework.
More precisely, we assume that the stochastic intensity of the underlying model
belongs to a family of processes indexed by a finite dimensional parameter.
When a particular family of laws of large numbers applies to those processes,
we establish the consistency, the asymptotic normality and the convergence of
moments of both the Quasi Maximum Likelihood estimator and the Quasi Bayesian
estimator. In addition, we illustrate our main results by showing how they can
be applied to various Limit Order Book models existing in the literature. In
particular, we address the fundamental cases of Markovian models and
exponential Hawkes process-based models.

10
The categories of this paper are: q-bio
26
The categories of this paper are: bayes-an
18
The categories of this paper are: econ
33
The categories of this paper are: plasm-ph
6
The categories of this paper are: astro-ph
7
The categories of this paper are: hep-th
25
The categories of this paper are: patt-sol
24
The categories of this paper are: dg-ga
13
The categories of this paper are: quant-ph
15
The categories of this paper are: nucl-ex
21
The categories of this paper are: adap-org
29
The categories of this paper are: funct-an
23
The categories of this paper are: solv-int
36
The categories of this paper are: cmp-lg
4
The categories of this paper are: cond-mat
3
The categories of this paper are: physics