Mutually Exciting Point Processes with Latency

DOI10.1080/01621459.2025.2516209MaRDI QIDQ7231155zbMATH OpenFDO

Authors Yoann Potiron, Vladimir Volkov

Publication date 21 April 2026

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/01621459.2025.2516209

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Sparse estimators for multivariate integer-valued autoregressive models with applications to inference for Hawkes processes

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