The Hawkes process with renewal immigration \& its estimation with an EM algorithm
type: Item
instance of: scholarly article
title: The Hawkes process with renewal immigration \& its estimation with an EM algorithm
zbMATH Open document ID: 1468.62208
author: Spencer Wheatley
author: Vladimir Filimonov
author: D. Sornette
published in: Computational Statistics and Data Analysis
publication date: 2018-08-15T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 62M09
zbMATH DE Number: 6918657
zbMATH Keywords: Hawkes process
zbMATH Keywords: renewal process
zbMATH Keywords: EM algorithm
zbMATH Keywords: cluster process
zbMATH Keywords: branching process
MaRDI profile type: Publication
full work available at URL: j.csda.2015.08.007
OpenAlex ID: W1626821460
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DOI: 10.1016/J.CSDA.2015.08.007
description: scientific article; zbMATH DE number 6918657