Sparse estimation for generalized exponential marked Hawkes process

DOI10.1007/s11203-022-09274-8OpenAlexW3183270369WikidataQ115602842 ScholiaQ115602842MaRDI QIDQ2694805

Masatoshi Goda

Publication date: 4 April 2023

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.14004

zbMATH Keywords

statistical inferencequasi-likelihood analysisHawkes processsparse estimationgeneralized exponential kernelP-O estimator

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

Uses Software

• Tick

Cites Work

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