Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes

DOI10.1007/S11203-021-09251-7OpenAlexW3193663568MaRDI QIDQ2144192FDOQ2144192

Simon Clinet

Publication date: 1 June 2022

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.11624

zbMATH Keywords

marked point processstatistical inferencequasi-likelihood analysismarked Hawkes process\(V\)-geometric ergodicitygeneralized exponential kernel

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

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Cited In (2)

• Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes
• Sparse estimation for generalized exponential marked Hawkes process

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