Exact and approximate EM estimation of mutually exciting Hawkes processes (Q1943990)
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scientific article; zbMATH DE number 6150041
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact and approximate EM estimation of mutually exciting Hawkes processes |
scientific article; zbMATH DE number 6150041 |
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Exact and approximate EM estimation of mutually exciting Hawkes processes (English)
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3 April 2013
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self-exciting point processes
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estimation
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expectation-maximization
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