A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation (Q4960594)

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scientific article; zbMATH DE number 7192594
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A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation
scientific article; zbMATH DE number 7192594

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    A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation (English)
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    23 April 2020
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    Hawkes process estimation
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    maximum likelihood estimation
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    nonparametric estimation
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