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

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Property / DOI: 10.1007/BF02480272 / rank
 
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1979
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Property / author: S. H. Smith / rank
 
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Maximum likelihood estimation of Hawkes' self-exciting point processes (English)
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Property / zbMATH Open document ID: 0447.62081 / rank
 
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Property / Mathematics Subject Classification ID: 62M09 / rank
 
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Property / Mathematics Subject Classification ID: 65K10 / rank
 
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Property / Mathematics Subject Classification ID: 65C05 / rank
 
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Property / Mathematics Subject Classification ID: 65C99 / rank
 
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Property / zbMATH DE Number: 3700069 / rank
 
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maximum likelihood estimation of Hawkes self-exciting point processes
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Revision as of 00:30, 14 July 2023

scientific article
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English
Maximum likelihood estimation of Hawkes' self-exciting point processes
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    31
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    145-155
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    December 1979
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    1979
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    Maximum likelihood estimation of Hawkes' self-exciting point processes (English)
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    maximum likelihood estimation of Hawkes self-exciting point processes
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