Identification of almost unstable Hawkes processes (Q4913491)
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scientific article; zbMATH DE number 6151195
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Identification of almost unstable Hawkes processes |
scientific article; zbMATH DE number 6151195 |
Statements
Identification of almost unstable Hawkes processes (English)
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5 April 2013
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Hawkes process
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self-exciting point process
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stability
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Fisher information
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0.8114634156227112
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0.8092760443687439
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0.8084169626235962
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0.8073118925094604
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0.7975888252258301
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