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scientific article; zbMATH DE number 7563914

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7563914

Statements

scholarly article

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Kerrie L. Mengersen

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publication date

26 July 2022

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zbMATH Keywords

Hawkes process

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point process

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nonparametric

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MaRDI profile type

MaRDI publication profile

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First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation

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Mean-field inference of Hawkes point processes

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Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics

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A fractional Hawkes process

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An elementary derivation of moments of Hawkes processes

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An Introduction to the Theory of Point Processes

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Nonparametric Bayesian estimation for multivariate Hawkes processes

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Spatially inhomogeneous background rate estimators and uncertainty quantification for nonparametric Hawkes point process models of earthquake occurrences

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Some asymptotic results for nonlinear Hawkes processes

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Limit theorems for Markovian Hawkes processes with a large initial intensity

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Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

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Tracking Dynamic Point Processes on Networks

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Scalable Bayesian inference for self-excitatory stochastic processes applied to big American gunfire data

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An estimation procedure for the Hawkes process

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The Elements of Hawkes Processes

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Self-Exciting Point Process Modeling of Crime

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Interdependency amongst earthquake magnitudes in Southern California

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On Lewis' simulation method for point processes

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Space-time point-process models for earthquake occurrences

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Maximum likelihood estimation of Hawkes' self-exciting point processes

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A non-parametric Hawkes model of the spread of Ebola in west Africa

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Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables

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Self-exciting hurdle models for terrorist activity

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The role of volume in order book dynamics: a multivariate Hawkes process analysis

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Bayesian inference for Hawkes processes

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A review of self-exciting spatio-temporal point processes and their applications

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A note on the consistent estimation of spatial-temporal point process parameters

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Analytic computation of nonparametric Marsan–Lengliné estimates for Hawkes point processes

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Gaussian approximation of nonlinear Hawkes processes

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Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes

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Efficient EM-variational inference for nonparametric Hawkes process

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Large deviations for Markovian nonlinear Hawkes processes

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Stochastic Declustering of Space-Time Earthquake Occurrences

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Identifiers

zbMATH Open document ID

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10.2436/20.8080.02.116

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5093432

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