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"First- and Second-Order Statistics Characterization of Hawkes Processes ..."

Emmanuel Bacry, Jean-François Muzy (2016)

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DOI: 10.1109/TIT.2016.2533397

access: closed

type: Journal Article

metadata version: 2023-09-30

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Emmanuel Bacry, Jean-François Muzy:
First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation. IEEE Trans. Inf. Theory 62(4): 2184-2202 (2016)

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