Sparse estimation for generalized exponential marked Hawkes process
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Publication:2694805
DOI10.1007/S11203-022-09274-8OpenAlexW3183270369WikidataQ115602842 ScholiaQ115602842MaRDI QIDQ2694805
Publication date: 4 April 2023
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.14004
statistical inferencequasi-likelihood analysisHawkes processsparse estimationgeneralized exponential kernelP-O estimator
Uses Software
Cites Work
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