Model selection for Poisson processes with covariates
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Publication:2786477
DOI10.1051/ps/2014022zbMath1392.62253arXiv1112.5634OpenAlexW2963807809MaRDI QIDQ2786477
Publication date: 12 February 2016
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.5634
Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (3)
Robust estimation on a parametric model via testing ⋮ Estimating the conditional density by histogram type estimators and model selection ⋮ A new method for estimation and model selection: \(\rho\)-estimation
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