A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation.

MLA

Kirchner, M., and A. Bercher. “A Nonparametric Estimation Procedure for the Hawkes Process: Comparison with Maximum Likelihood Estimation.” Journal of Statistical Computation & Simulation, vol. 88, no. 6, Apr. 2018, pp. 1106–16. EBSCOhost, https://doi.org/10.1080/00949655.2017.1422126.

APA

Kirchner, M., & Bercher, A. (2018). A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation. Journal of Statistical Computation & Simulation, 88(6), 1106–1116. https://doi.org/10.1080/00949655.2017.1422126

Chicago

Kirchner, M., and A. Bercher. 2018. “A Nonparametric Estimation Procedure for the Hawkes Process: Comparison with Maximum Likelihood Estimation.” Journal of Statistical Computation & Simulation 88 (6): 1106–16. doi:10.1080/00949655.2017.1422126.