Statistical inference for a partially observed interacting system of Hawkes processes - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Stochastic Processes and their Applications Année : 2020

Statistical inference for a partially observed interacting system of Hawkes processes

Dates et versions

hal-03886055 , version 1 (06-12-2022)

Identifiants

Citer

Chenguang Liu. Statistical inference for a partially observed interacting system of Hawkes processes. Stochastic Processes and their Applications, 2020, 130 (9), pp.5636-5694. ⟨10.1016/j.spa.2020.04.003⟩. ⟨hal-03886055⟩
9 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Mastodon Facebook X LinkedIn More