Accelerating the estimation of renewal Hawkes self-exciting point processes (Q109685)
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scientific article; zbMATH DE number 7441923
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accelerating the estimation of renewal Hawkes self-exciting point processes |
scientific article; zbMATH DE number 7441923 |
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4 March 2021
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9 December 2021
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Accelerating the estimation of renewal Hawkes self-exciting point processes (English)
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renewal Hawkes process
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likelihood approximation
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Newton-Raphson
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derivative-based optimization
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0.8778548
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0.8725547
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0.86985016
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0.86501926
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0.8640053
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0.85862416
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0.8562371
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0.8550957
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