Alternative asymptotic inference theory for a nonstationary Hawkes process

DOI10.1016/J.JSPI.2023.03.004OpenAlexW4366133641MaRDI QIDQ6116900

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Publication date: 18 July 2023

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2023.03.004

zbMATH Keywords

infill asymptoticsasymptotic powerself-excitingheavy-traffic asymptoticslocally stationary Hawkes process

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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