Pages that link to "Item:Q1148093"
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The following pages link to The asymptotic behaviour of maximum likelihood estimators for stationary point processes (Q1148093):
Displaying 50 items.
- Spectral estimation of Hawkes processes from count data (Q128141) (← links)
- Hawkes processes on large networks (Q259574) (← links)
- Statistical inference versus mean field limit for Hawkes processes (Q286219) (← links)
- Modelling security market events in continuous time: intensity based, multivariate point process models (Q289187) (← links)
- Nonstationary ETAS models for nonstandard earthquakes (Q484059) (← links)
- Point process modeling of wildfire hazard in Los Angeles county, California (Q641124) (← links)
- Inference for earthquake models: A self-correcting model (Q796230) (← links)
- Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction (Q825058) (← links)
- A random effects epidemic-type aftershock sequence model (Q901534) (← links)
- A penalty method for nonparametric estimation of the intensity function of a counting process (Q914288) (← links)
- Parameter estimation for point processes with partial observations: A filtering approach (Q1057022) (← links)
- The asymptotic properties of maximum likelihood estimators of marked Poisson processes with a cyclic intensity measure (Q1094061) (← links)
- Maximum likelihood identification of neural point process systems (Q1111960) (← links)
- Estimation of interaction potentials of spatial point patterns through the maximum likelihood procedure (Q1161234) (← links)
- Minimum mean square error estimation of connectivity in biological neural networks (Q1179398) (← links)
- Heterogeneous information arrival and option pricing (Q1377317) (← links)
- A review of self-exciting spatio-temporal point processes and their applications (Q1630387) (← links)
- Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data (Q1655591) (← links)
- The Hawkes process with renewal immigration \& its estimation with an EM algorithm (Q1660145) (← links)
- Sensitivity analysis for marked Hawkes processes: application to CLO pricing (Q1670394) (← links)
- Cojumps and asset allocation in international equity markets (Q1734591) (← links)
- Self-exciting jump processes with applications to energy markets (Q1744711) (← links)
- Filtered likelihood for point processes (Q1745614) (← links)
- Consistent parametric estimation of the intensity of a spatial-temporal point process (Q1765758) (← links)
- Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes (Q1918179) (← links)
- Including covariates in a space-time point process with application to seismicity (Q2062341) (← links)
- Mean field limits for interacting Hawkes processes in a diffusive regime (Q2073204) (← links)
- GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model (Q2128068) (← links)
- Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes (Q2144192) (← links)
- Statistical inference for a partially observed interacting system of Hawkes processes (Q2196382) (← links)
- Infinitely stochastic micro reserving (Q2234749) (← links)
- Point processes on directed linear networks (Q2241612) (← links)
- Generalized evolutionary point processes: model specifications and model comparison (Q2241636) (← links)
- Asymptotic distribution of the score test for detecting marks in Hawkes processes (Q2243558) (← links)
- Optimal market-making strategies under synchronised order arrivals with deep neural networks (Q2246653) (← links)
- Simultaneous multivariate Hawkes-type point processes and their application to financial markets (Q2329858) (← links)
- A recursive point process model for infectious diseases (Q2330536) (← links)
- Limit theorems for nearly unstable Hawkes processes (Q2341626) (← links)
- Statistical inference for ergodic point processes and application to limit order book (Q2359704) (← links)
- Some limit theorems for Hawkes processes and application to financial statistics (Q2447641) (← links)
- Modelling dyadic interaction with Hawkes processes (Q2452364) (← links)
- Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
- Recursive parameter estimation for counting processes with linear intensity (Q3704773) (← links)
- Maximum likelihood estimation for doubly stochastic poisson processes with partial observations (Q3709702) (← links)
- Analyzing point processes subjected to random deletions (Q3866836) (← links)
- Some aspects of modern population mathematics (Q3941234) (← links)
- Performance of information criteria for selection of Hawkes process models of financial data (Q4554419) (← links)
- Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market (Q4554423) (← links)
- Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events (Q4554425) (← links)
- Infinite-server queues with Hawkes input (Q4555298) (← links)
