Adaptive estimation for Hawkes processes; application to genome analysis

DOI10.1214/10-AOS806zbMath1200.62135arXiv0903.2919WikidataQ98839734 ScholiaQ98839734MaRDI QIDQ605927

Sophie Schbath, Patricia Reynaud-Bouret

Publication date: 15 November 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.2919

zbMATH Keywords

model selectionadaptive estimationminimax riskoracle inequalitiesHawkes processdata-driven penaltygenome analysisunknown support

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Biochemistry, molecular biology (92C40) Applications of functional analysis in probability theory and statistics (46N30)

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