First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation
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Publication:2976939
DOI10.1109/TIT.2016.2533397zbMath1359.62160OpenAlexW2964255676MaRDI QIDQ2976939
Emmanuel Bacry, Jean-François Muzy
Publication date: 28 April 2017
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.2016.2533397
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