Spectral estimation of Hawkes processes from count data (Q128141)
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scientific article; zbMATH DE number 7547948
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Spectral estimation of Hawkes processes from count data |
scientific article; zbMATH DE number 7547948 |
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9 March 2020
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24 June 2022
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math.ST
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stat.ME
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stat.TH
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Spectral estimation of Hawkes processes from count data (English)
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count data
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Hawkes process
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spectral estimation
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strong mixing
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Whittle method
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0.8094579577445984
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0.8003671169281006
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0.7996470332145691
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