Semiparametric estimation of a self-exciting regression model with an application in recurrent event data analysis (Q3448722)
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scientific article; zbMATH DE number 6498523
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| English | Semiparametric estimation of a self-exciting regression model with an application in recurrent event data analysis |
scientific article; zbMATH DE number 6498523 |
Statements
Semiparametric estimation of a self-exciting regression model with an appication in recurrent event data analysis (English)
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26 October 2015
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B-spline
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efficient estimator
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Hawkes process
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monotone spline
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point process
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self-exciting process
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semiparametric efficiency
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sieve estimator
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0.788784921169281
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0.7818852066993713
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0.7686205506324768
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0.7686205506324768
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0.7667384743690491
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