Fast and asymptotically efficient estimation in the Hawkes processes (Q6134372)
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scientific article; zbMATH DE number 7716666
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast and asymptotically efficient estimation in the Hawkes processes |
scientific article; zbMATH DE number 7716666 |
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Fast and asymptotically efficient estimation in the Hawkes processes (English)
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25 July 2023
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Hawkes processes
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Le Cam one-step estimation
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maximum-likelihood estimator
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moment estimator
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