Lasso and probabilistic inequalities for multivariate point processes

Niels Richard Hansen; Patricia Reynaud-Bouret; Vincent Rivoirard

doi:10.3150/13-bej562

Lasso and probabilistic inequalities for multivariate point processes

Niels Richard Hansen, Patricia Reynaud-Bouret, Vincent Rivoirard

Department of Mathematical Sciences

54 Citations (Scopus)

Original language	English
Journal	Bernoulli
Volume	21
Issue number	1
Pages (from-to)	83-143
ISSN	1350-7265
DOIs	https://doi.org/10.3150/13-bej562
Publication status	Published - 1 Feb 2015

Keywords

adaptive estimation
Bernstein-type inequalities
Hawkes processes
Lasso procedure
multivariate counting process

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title = "Lasso and probabilistic inequalities for multivariate point processes",

keywords = "adaptive estimation, Bernstein-type inequalities, Hawkes processes, Lasso procedure, multivariate counting process",

author = "Hansen, {Niels Richard} and Patricia Reynaud-Bouret and Vincent Rivoirard",

year = "2015",

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language = "English",

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T1 - Lasso and probabilistic inequalities for multivariate point processes

AU - Hansen, Niels Richard

AU - Reynaud-Bouret, Patricia

AU - Rivoirard, Vincent

PY - 2015/2/1

Y1 - 2015/2/1

KW - adaptive estimation

KW - Bernstein-type inequalities

KW - Hawkes processes

KW - Lasso procedure

KW - multivariate counting process

U2 - 10.3150/13-bej562

DO - 10.3150/13-bej562

M3 - Journal article

SN - 1350-7265

VL - 21

SP - 83

EP - 143

JO - Bernoulli

JF - Bernoulli

IS - 1

ER -

Lasso and probabilistic inequalities for multivariate point processes

Keywords

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