A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation (Q4960594)
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scientific article; zbMATH DE number 7192594
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| English | A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation |
scientific article; zbMATH DE number 7192594 |
Statements
A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation (English)
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23 April 2020
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Hawkes process estimation
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maximum likelihood estimation
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nonparametric estimation
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