Spectral estimation of Hawkes processes from count data (Q128141): Difference between revisions
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scientific article; zbMATH DE number 7547948 | |||||||||||||||
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24 June 2022
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| Property / publication date: 24 June 2022 / rank | |||||||||||||||
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| Property / author: Felix Cheysson / rank | |||||||||||||||
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| Property / author: Gabriel Lang / rank | |||||||||||||||
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| Property / DOI: 10.1214/22-aos2173 / rank | |||||||||||||||
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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 / published in: The Annals of Statistics / 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: 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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Hawkes process | |||||||||||||||
| Property / zbMATH Keywords: Hawkes process / rank | |||||||||||||||
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spectral estimation | |||||||||||||||
| Property / zbMATH Keywords: spectral estimation / rank | |||||||||||||||
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strong mixing | |||||||||||||||
| Property / zbMATH Keywords: strong mixing / rank | |||||||||||||||
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Whittle method | |||||||||||||||
| Property / zbMATH Keywords: Whittle method / rank | |||||||||||||||
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Revision as of 09:48, 26 April 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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