Spectral estimation of Hawkes processes from count data
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DOI10.48550/arXiv.2003.04314zbMath1489.60082arXiv2003.04314OpenAlexW4283033705MaRDI QIDQ128141
Gabriel Lang, Felix Cheysson, Felix Cheysson, Gabriel Lang
Publication date: 9 March 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.04314
Inference from stochastic processes and spectral analysis (62M15) Ergodicity, mixing, rates of mixing (37A25) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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