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Semiparametric estimation of a self-exciting regression model with an appication in recurrent event data analysis - MaRDI portal

Semiparametric estimation of a self-exciting regression model with an appication in recurrent event data analysis (Q3448722)

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Semiparametric estimation of a self-exciting regression model with an appication in recurrent event data analysis
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    Semiparametric estimation of a self-exciting regression model with an appication in recurrent event data analysis (English)
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    26 October 2015
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    B-spline
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    efficient estimator
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    Hawkes process
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    monotone spline
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    point process
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    self-exciting process
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    semiparametric efficiency
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    sieve estimator
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