Efficient non-parametric estimation of variable productivity Hawkes processes

DOI10.1080/02664763.2024.2426019MaRDI QIDQ6959975zbMATH OpenFDO

Authors Frederic Paik Schoenberg

Publication date 14 July 2025

Published in Journal of Applied Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/02664763.2024.2426019

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• scientific article; zbMATH DE number 837911 (Why is no real title available?)
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• Nonparametric estimation of variable productivity Hawkes processes
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• Space-time point-process models for earthquake occurrences
• Spectra of some self-exciting and mutually exciting point processes
• The asymptotic behaviour of maximum likelihood estimators for stationary point processes
• The reproduction number of COVID-19 and its correlation with public health interventions

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