A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation (Q4960594)
From MaRDI portal
scientific article; zbMATH DE number 7192594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation |
scientific article; zbMATH DE number 7192594 |
Statements
A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation (English)
0 references
23 April 2020
0 references
Hawkes process estimation
0 references
maximum likelihood estimation
0 references
nonparametric estimation
0 references
