Spectral estimation of Hawkes processes from count data (Q128141)
From MaRDI portal
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
0 references
24 June 2022
0 references
math.ST
0 references
stat.ME
0 references
stat.TH
0 references
Spectral estimation of Hawkes processes from count data (English)
0 references
count data
0 references
Hawkes process
0 references
spectral estimation
0 references
strong mixing
0 references
Whittle method
0 references
0 references
0 references
0 references
