Parameter Estimation of Binned Hawkes Processes (Q5057223)

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scientific article; zbMATH DE number 7633297
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Parameter Estimation of Binned Hawkes Processes
scientific article; zbMATH DE number 7633297

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    Parameter Estimation of Binned Hawkes Processes (English)
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    16 December 2022
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    aggregated data
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    binned data
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    EM algorithm
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    Hawkes processes
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    self-exciting processes
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