Pages that link to "Item:Q78041"
From MaRDI portal
The following pages link to Maximum likelihood estimation of Hawkes' self-exciting point processes (Q78041):
Displaying 13 items.
- Wavelet Thresholding Estimation in a Poissonian Interactions Model with Application to Genomic Data (Q5413953) (← links)
- Nonlinear Poisson autoregression and nonlinear Hawkes processes (Q6098998) (← links)
- Alternative asymptotic inference theory for a nonstationary Hawkes process (Q6116900) (← links)
- Fast and asymptotically efficient estimation in the Hawkes processes (Q6134372) (← links)
- Hierarchy of temporal responses of multivariate self-excited epidemic processes (Q6135213) (← links)
- Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)
- Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity (Q6172146) (← links)
- Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process (Q6547746) (← links)
- Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S\&P500 data (Q6549590) (← links)
- A neural network based model for multi-dimensional non-linear Hawkes processes (Q6567310) (← links)
- A self-exciting modeling framework for forward prices in power markets (Q6580688) (← links)
- Hawkes processes in energy markets: modelling, estimation and derivatives pricing (Q6610445) (← links)
- Hawkes process modelling for chemical reaction networks in a random environment (Q6629677) (← links)
