Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes (Q2144192)
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English | Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes |
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Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes (English)
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1 June 2022
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marked point process
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marked Hawkes process
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quasi-likelihood analysis
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statistical inference
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\(V\)-geometric ergodicity
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generalized exponential kernel
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