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math.ST2019
Central limit theorem for a partially observed interacting system of Hawkes processes
Chenguang Liu
We observe the actions of a sub-sample of individuals up to time for some large . We model the relationships of individuals by i.i.d. Bernoulli()-random vari…
math.ST2019★ 1 cited
Statistical inference for a partially observed interacting system of Hawkes processes
Chenguang Liu
We observe the actions of a sub-sample of individuals up to time for some large . We model the relationships of individuals by i.i.d. Bernoulli()-random variabl…