First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation - Archive ouverte HAL
Article Dans Une Revue IEEE Transactions on Information Theory Année : 2016

First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation

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hal-01313834 , version 1 (10-05-2016)

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Emmanuel Bacry, Jean-François Muzy. First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation. IEEE Transactions on Information Theory, 2016, 62 (4), pp.2184-2202. ⟨10.1109/TIT.2016.2533397⟩. ⟨hal-01313834⟩
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