Maximum likelihood estimation of Hawkes' self-exciting point processes (Q78041): Difference between revisions

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-.1007/BF02480272
@@ Property / DOI: 10.1007/BF02480272 / rank @@
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+Variable Metric Method for Minimization
@@ Property / cites work: Variable Metric Method for Minimization / rank @@
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@@ Property / cites work @@
+A Rapidly Convergent Descent Method for Minimization
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@@ Property / cites work @@
+Spectra of some self-exciting and mutually exciting point processes
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+Q5649230
@@ Property / cites work: Q5649230 / rank @@
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@@ Property / cites work @@
+A cluster process representation of a self-exciting process
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+`` Direct Search'' Solution of Numerical and Statistical Problems
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+Remarks on the theory, computation and application of the spectral analysis of series of events
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+An efficient method for finding the minimum of a function of several variables without calculating derivatives
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+Regular point processes and their detection
@@ Property / cites work: Regular point processes and their detection / rank @@
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+Recursive estimation from discrete-time point processes
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+Smoothing for doubly stochastic Poisson processes
@@ Property / cites work: Smoothing for doubly stochastic Poisson processes / rank @@
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@@ Property / cites work @@
+Q4095738
@@ Property / cites work: Q4095738 / rank @@
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+Publication:78041