Partial self-exciting point processes and their parameter estimations
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Publication:5087967
DOI10.1080/03610918.2018.1468463OpenAlexW2902606673WikidataQ128892033 ScholiaQ128892033MaRDI QIDQ5087967
Lirong Cui, Zhongping Li, He Yi
Publication date: 4 July 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2018.1468463
Related Items (6)
Moments for Hawkes processes with gamma decay kernel functions ⋮ Numerical method for means of linear Hawkes processes ⋮ State space splitting of a finite markov process and some discussions on related counting processes ⋮ Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources ⋮ An elementary derivation of moments of Hawkes processes ⋮ An extension of Hawkes processes with ephemeral nearest effects
Uses Software
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