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

DOI10.5705/ss.2013.217zbMath1377.62098OpenAlexW2003520811MaRDI QIDQ3448722

Feng Chen, Kani Chen, Fang-Fang Bai

Publication date: 26 October 2015

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.2013.217

zbMATH Keywords

point processefficient estimatorsieve estimatorB-splinesemiparametric efficiencyHawkes processself-exciting processmonotone spline

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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