Likelihood based inference for the multivariate renewal Hawkes process (Q149025)

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scientific article; zbMATH DE number 6920686
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Likelihood based inference for the multivariate renewal Hawkes process
scientific article; zbMATH DE number 6920686

    Statements

    123
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    131-145
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    July 2018
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    20 August 2018
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    Likelihood based inference for the multivariate renewal Hawkes process (English)
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    finance
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    maximum likelihood
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    model assessment
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    point process
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    prediction
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    seismology
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