Sparse estimation for generalized exponential marked Hawkes process (Q2694805)

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scientific article; zbMATH DE number 7672042
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Sparse estimation for generalized exponential marked Hawkes process
scientific article; zbMATH DE number 7672042

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    Sparse estimation for generalized exponential marked Hawkes process (English)
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    4 April 2023
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    Hawkes process
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    sparse estimation
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    P-O estimator
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    quasi-likelihood analysis
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    statistical inference
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    generalized exponential kernel
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