Spectral estimation of Hawkes processes from count data
Author:
Affiliation:
1. UMR MIA-Paris, Université Paris-Saclay, AgroParisTech, INRAE
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference47 articles.
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2. Hawkes, A. G. and Oakes, D. (1974). A cluster process representation of a self-exciting process. J. Appl. Probab. 11 493–503.
3. Ogata, Y. (1988). Statistical models for earthquake occurrences and residual analysis for point processes. J. Amer. Statist. Assoc. 83 9–27.
4. Reynaud-Bouret, P. and Schbath, S. (2010). Adaptive estimation for Hawkes processes; application to genome analysis. Ann. Statist. 38 2781–2822.
5. Doukhan, P. (1994). Mixing: Properties and Examples. Lecture Notes in Statistics 85. Springer, New York.
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