Journal article
A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation
- Kirchner, M. RiskLab Switzerland, Department of Mathematics, ETH Zurich, Zurich, Switzerland
- Bercher, A. RiskLab Switzerland, Department of Mathematics, ETH Zurich, Zurich, Switzerland
- 2018-2-6
Published in:
- Journal of Statistical Computation and Simulation. - Informa UK Limited. - 2018, vol. 88, no. 6, p. 1106-1116
Statistics, Probability and Uncertainty
Modelling and Simulation
Statistics and Probability
Applied Mathematics
- Language
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- English
- Open access status
- closed
- Identifiers
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- DOI 10.1080/00949655.2017.1422126
- ISSN 0094-9655
- Persistent URL
- https://sonar.ch/global/documents/139869
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