Nonparametric likelihood based estimation of linear filters for point processes

Niels Richard Hansen

doi:10.1007/s11222-014-9452-6

Nonparametric likelihood based estimation of linear filters for point processes

Department of Mathematical Sciences

Original language	English
Journal	Statistics and Computing
Volume	25
Issue number	3
Pages (from-to)	609-618
ISSN	0960-3174
DOIs	https://doi.org/10.1007/s11222-014-9452-6
Publication status	Published - 28 Feb 2014

Keywords

Multivariate point processes
Penalization
Reproducing kernel Hilbert spaces
ppstat

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title = "Nonparametric likelihood based estimation of linear filters for point processes",

keywords = "Multivariate point processes, Penalization, Reproducing kernel Hilbert spaces, ppstat",

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doi = "10.1007/s11222-014-9452-6",

language = "English",

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journal = "Statistics and Computing",

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AU - Hansen, Niels Richard

PY - 2014/2/28

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KW - Multivariate point processes

KW - Penalization

KW - Reproducing kernel Hilbert spaces

KW - ppstat

U2 - 10.1007/s11222-014-9452-6

DO - 10.1007/s11222-014-9452-6

M3 - Journal article

SN - 0960-3174

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EP - 618

JO - Statistics and Computing

JF - Statistics and Computing

IS - 3

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Nonparametric likelihood based estimation of linear filters for point processes

Keywords

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