Work

Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition

Year: 2021

Type: article

Source: Statistics & Probability Letters

DOI: 10.1016/j.spl.2021.109214

Authors: Anna Bonnet, Miguel Martinez Herrera, Maxime Sangnier

Institutions: Centre National de la Recherche Scientifique, Sorbonne Université, Laboratoire de Probabilités, Statistique et Modélisation

Language: English

Topic: Point processes and geometric inequalities

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

OpenAlex ID: W3134420655

FWCI: 0.42

Cites: 21

Cited by: 2

Related to: 10