Markov-modulated Hawkes process with stepwise decay
type: Item
instance of: scholarly article
title: Markov-modulated Hawkes process with stepwise decay
zbMATH Open document ID: 1237.62181
author: David Harte
author: Mark Bebbington
author: Ting Wang
published in: Annals of the Institute of Statistical Mathematics
publication date: 2012-05-23T00:00:00Z
Mathematics Subject Classification ID: 62P35
Mathematics Subject Classification ID: 86A17
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6038195
zbMATH Keywords: EM algorithm
zbMATH Keywords: ETAS model
zbMATH Keywords: simulations
zbMATH Keywords: Landers
describes a project that uses: HiddenMarkov
MaRDI profile type: Publication
full work available at URL: s10463-010-0320-7
OpenAlex ID: W2028619795
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DOI: 10.1007/S10463-010-0320-7
description: scientific article; zbMATH DE number 6038195