A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation
Metadata only
Datum
2018Typ
- Journal Article
Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Journal of Statistical Computation and SimulationBand
Seiten / Artikelnummer
Verlag
Taylor & FrancisThema
Hawkes process estimation; maximum likelihood estimation; Nonparametric estimationOrganisationseinheit
02204 - RiskLab / RiskLab