Maximum likelihood estimation of Hawkes' self-exciting point processes (Q78041): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||||||||||||||
Property / DOI | |||||||||||||||
Property / DOI: 10.1007/BF02480272 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / publication date | |||||||||||||||
1979
| |||||||||||||||
Property / publication date: 1979 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: S. H. Smith / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / title | |||||||||||||||
Maximum likelihood estimation of Hawkes' self-exciting point processes (English) | |||||||||||||||
Property / title: Maximum likelihood estimation of Hawkes' self-exciting point processes (English) / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Open document ID | |||||||||||||||
Property / zbMATH Open document ID: 0447.62081 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 62M09 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 65K10 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 65C05 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 65C99 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH DE Number | |||||||||||||||
Property / zbMATH DE Number: 3700069 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
maximum likelihood estimation of Hawkes self-exciting point processes | |||||||||||||||
Property / zbMATH Keywords: maximum likelihood estimation of Hawkes self-exciting point processes / rank | |||||||||||||||
Normal rank |
Revision as of 00:30, 14 July 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Maximum likelihood estimation of Hawkes' self-exciting point processes |
scientific article |
Statements
31
0 references
1
0 references
145-155
0 references
December 1979
0 references
1979
0 references
Maximum likelihood estimation of Hawkes' self-exciting point processes (English)
0 references
maximum likelihood estimation of Hawkes self-exciting point processes
0 references