Spectral estimation of Hawkes processes from count data (Q128141): Difference between revisions

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@@ description / en / description / en @@
-scientific article from arXiv
+scientific article; zbMATH DE number 7547948
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+June 2022Timestamp +2022-06-24T00:00:00Z
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@@ Property / publication date: 24 June 2022 / rank @@
+Normal rank
@@ Property / author @@
+Felix Cheysson
@@ Property / author: Felix Cheysson / rank @@
+Normal rank
@@ Property / author @@
+Gabriel Lang
@@ Property / author: Gabriel Lang / rank @@
+Normal rank
@@ Property / DOI @@
+.1214/22-aos2173
@@ Property / DOI: 10.1214/22-aos2173 / rank @@
+Normal rank
@@ Property / title @@
+Spectral estimation of Hawkes processes from count data (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.60082
@@ Property / zbMATH Open document ID: 1489.60082 / rank @@
+Normal rank
@@ Property / published in @@
+The Annals of Statistics
@@ Property / published in: The Annals of Statistics / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://arxiv.org/abs/2003.04314
@@ Property / full work available at URL: https://arxiv.org/abs/2003.04314 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G55
@@ Property / Mathematics Subject Classification ID: 60G55 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+A25
@@ Property / Mathematics Subject Classification ID: 37A25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M15
@@ Property / Mathematics Subject Classification ID: 62M15 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+7547948
@@ Property / zbMATH DE Number: 7547948 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+count data
@@ Property / zbMATH Keywords: count data / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hawkes process
@@ Property / zbMATH Keywords: Hawkes process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+spectral estimation
@@ Property / zbMATH Keywords: spectral estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+strong mixing
@@ Property / zbMATH Keywords: strong mixing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Whittle method
@@ Property / zbMATH Keywords: Whittle method / rank @@
+Normal rank
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+Basic properties of strong mixing conditions. A survey and some open questions
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