Fast and asymptotically efficient estimation in the Hawkes processes

DOI10.1007/s42081-023-00186-2OpenAlexW4318766625MaRDI QIDQ6134372

Alexandre Brouste, Christian Farinetto

Publication date: 25 July 2023

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42081-023-00186-2

zbMATH Keywords

maximum-likelihood estimatormoment estimatorHawkes processesLe Cam one-step estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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