Semiparametric estimation of a self-exciting regression model with an appication in recurrent event data analysis (Q3448722)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric estimation of a self-exciting regression model with an appication in recurrent event data analysis |
scientific article |
Statements
Semiparametric estimation of a self-exciting regression model with an appication in recurrent event data analysis (English)
0 references
26 October 2015
0 references
B-spline
0 references
efficient estimator
0 references
Hawkes process
0 references
monotone spline
0 references
point process
0 references
self-exciting process
0 references
semiparametric efficiency
0 references
sieve estimator
0 references
