Accelerating the estimation of renewal Hawkes self-exciting point processes (Q109685): Difference between revisions
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9 December 2021
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Property / author: Tom Stindl / rank | |||||||||||||||
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Property / author: Feng Chen / rank | |||||||||||||||
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Accelerating the estimation of renewal Hawkes self-exciting point processes (English) | |||||||||||||||
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Property / zbMATH Open document ID: 1475.62058 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62-08 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 60G55 / rank | |||||||||||||||
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Property / zbMATH DE Number: 7441923 / rank | |||||||||||||||
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renewal Hawkes process | |||||||||||||||
Property / zbMATH Keywords: renewal Hawkes process / rank | |||||||||||||||
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likelihood approximation | |||||||||||||||
Property / zbMATH Keywords: likelihood approximation / rank | |||||||||||||||
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Newton-Raphson | |||||||||||||||
Property / zbMATH Keywords: Newton-Raphson / rank | |||||||||||||||
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derivative-based optimization | |||||||||||||||
Property / zbMATH Keywords: derivative-based optimization / rank | |||||||||||||||
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Revision as of 01:17, 31 July 2023
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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