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An estimation procedure for the Hawkes process

An estimation procedure for the Hawkes process

7 September 2015
Matthias Kirchner
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Papers citing "An estimation procedure for the Hawkes process"

3 / 3 papers shown
Title
Nonparametric estimation of Hawkes processes with RKHSs
Nonparametric estimation of Hawkes processes with RKHSs
Anna Bonnet
Maxime Sangnier
79
0
0
01 Nov 2024
Lasso and probabilistic inequalities for multivariate point processes
Lasso and probabilistic inequalities for multivariate point processes
N. Hansen
Patricia Reynaud-Bouret
Vincent Rivoirard
142
189
0
02 Aug 2012
Adaptive estimation for Hawkes processes; application to genome analysis
Adaptive estimation for Hawkes processes; application to genome analysis
Patricia Reynaud-Bouret
Sophie Schbath
158
228
0
17 Mar 2009
1