Spectral estimation of Hawkes processes from count data
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Publication:128141
DOI10.48550/arXiv.2003.04314zbMath1489.60082arXiv2003.04314OpenAlexW4283033705MaRDI QIDQ128141
Gabriel Lang, Felix Cheysson, Felix Cheysson, Gabriel Lang
Publication date: 9 March 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.04314
Inference from stochastic processes and spectral analysis (62M15) Ergodicity, mixing, rates of mixing (37A25) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (3)
Fluctuations and precise deviations of cumulative INAR time series ⋮ hawkesbow ⋮ A parameter estimation method for multivariate binned Hawkes processes
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