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

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Latest revision as of 09:45, 30 July 2024

scientific article; zbMATH DE number 7547948
Language Label Description Also known as
English
Spectral estimation of Hawkes processes from count data
scientific article; zbMATH DE number 7547948

    Statements

    9 March 2020
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    24 June 2022
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    math.ST
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    stat.ME
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    stat.TH
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    Spectral estimation of Hawkes processes from count data (English)
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    count data
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    Hawkes process
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    spectral estimation
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    strong mixing
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    Whittle method
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