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Minimax and adaptive inference for branching ratios under long memory

Herrera-Marín, Mauricio
arXiv (All) · Papers
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applicationsstatistics-theory
The branching ratio $ρ$ of a self-exciting point process determines the branching margin $1-ρ$ to the critical boundary. We study inference on $ρ$ from a finite record for stationary Hawkes processes with completely monotone kernels whose slow relaxation mass obeys an envelope near zero rate. Slow e
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