Markov-modulated Hawkes process with stepwise decay

DOI10.1007/s10463-010-0320-7zbMath1237.62181OpenAlexW2028619795MaRDI QIDQ421443

David Harte, Ting Wang, M. S. Bebbington

Publication date: 23 May 2012

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-010-0320-7

zbMATH Keywords

EM algorithmsimulationsETAS modelLanders

Mathematics Subject Classification ID

Applications of statistics to physics (62P35)

Related Items (10)

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Uses Software

• HiddenMarkov

Cites Work

• Unnamed Item
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