First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation.
Emmanuel BacryJean-François MuzyPublished in: IEEE Trans. Inf. Theory (2016)
Keyphrases
- monte carlo simulation
- semi parametric
- kernel density estimation
- robust estimation
- optical flow
- neural network
- density estimation
- hypothesis test
- accurate estimation
- information technology
- web services
- artificial intelligence
- probability density function
- probabilistic model
- parametric models
- gaussian processes
- search algorithm
- clustering algorithm