Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity

Fuente: arXiv

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Bibliographic Details
Main Authors:	Amorino, Chiara, Dion-Blanc, Charlotte, Gloter, Arnaud, Lemler, Sarah
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory 62F12, 62G05, 60J60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2412.08386