Accelerating the estimation of renewal Hawkes self-exciting point processes (Q109685): Difference between revisions
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scientific article
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English | Accelerating the estimation of renewal Hawkes self-exciting point processes |
scientific article |
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4 March 2021
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9 December 2021
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Accelerating the estimation of renewal Hawkes self-exciting point processes (English)
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renewal Hawkes process
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likelihood approximation
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Newton-Raphson
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derivative-based optimization
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