A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation

Link auf Bezugsquelle

https://phrepo.phbern.ch/id/eprint/7799

Zitierweise

Kirchner, Matthias; Bercher, Aurélie (2018). A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation. Journal of Statistical Computation and Simulation, 88 (6), S. 1106-1116. 10.1080/00949655.2017.1422126

Autor/-innen

Dr. Matthias Kirchner

Erscheinungsjahr

2018

PHBern

A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation