Q6032772 (Q6032772): Difference between revisions

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label / enlabel / en
Spectral estimation of Hawkes processes from count data
description / endescription / en
scientific article; zbMATH DE number 7547948
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Property / instance of: scholarly article / rank
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Property / title
Spectral estimation of Hawkes processes from count data (English)
 
Property / title: Spectral estimation of Hawkes processes from count data (English) / rank
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Property / zbMATH Open document ID
 
Property / zbMATH Open document ID: 1489.60082 / rank
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Property / DOI
 
Property / DOI: 10.1214/22-aos2173 / rank
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Property / author
 
Property / author: Felix Cheysson / rank
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Property / author
 
Property / author: Gabriel Lang / rank
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Property / published in
 
Property / published in: The Annals of Statistics / rank
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Property / publication date
24 June 2022
Timestamp+2022-06-24T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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After0
 
Property / publication date: 24 June 2022 / rank
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Property / full work available at URL
 
Property / full work available at URL: https://arxiv.org/abs/2003.04314 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60G55 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 37A25 / rank
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62M15 / rank
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 7547948 / rank
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Property / zbMATH Keywords
count data
 
Property / zbMATH Keywords: count data / rank
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Property / zbMATH Keywords
Hawkes process
 
Property / zbMATH Keywords: Hawkes process / rank
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Property / zbMATH Keywords
spectral estimation
 
Property / zbMATH Keywords: spectral estimation / rank
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Property / zbMATH Keywords
strong mixing
 
Property / zbMATH Keywords: strong mixing / rank
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Property / zbMATH Keywords
Whittle method
 
Property / zbMATH Keywords: Whittle method / rank
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Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
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Property / arXiv ID
 
Property / arXiv ID: 2003.04314 / rank
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links / mardi / namelinks / mardi / name

Revision as of 10:48, 26 April 2024

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