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

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https://hal.archives-ouvertes.fr/hal-01313834
Contributor : Jean-François Muzy Connect in order to contact the contributor
Submitted on : Tuesday, May 10, 2016 - 2:34:58 PM
Last modification on : Monday, March 29, 2021 - 11:58:08 AM

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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, Institute of Electrical and Electronics Engineers, 2016, 62 (4), pp.2184-2202. ⟨10.1109/TIT.2016.2533397⟩. ⟨hal-01313834⟩

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