Nonparametric estimation of locally stationary Hawkes processes
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Publication:6103226
DOI10.3150/22-bej1532arXiv1707.04469OpenAlexW4367300183MaRDI QIDQ6103226
Publication date: 2 June 2023
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.04469
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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Cites Work
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