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Volumn 21, Issue 1, 2015, Pages 83-143

Lasso and probabilistic inequalities for multivariate point processes

Author keywords

Adaptive estimation; Bernstein type inequalities; Hawkes processes; Lasso procedure; Multivariate counting process

Indexed keywords


EID: 84924960240     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/13-BEJ562     Document Type: Article
Times cited : (142)

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