Accelerating the estimation of renewal Hawkes self-exciting point processes (Q109685): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11222-021-10002-0 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3135021977 / rank | |||
Normal rank | |||
Latest revision as of 01:15, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accelerating the estimation of renewal Hawkes self-exciting point processes |
scientific article |
Statements
31
0 references
3
0 references
4 March 2021
0 references
9 December 2021
0 references
Accelerating the estimation of renewal Hawkes self-exciting point processes (English)
0 references
renewal Hawkes process
0 references
likelihood approximation
0 references
Newton-Raphson
0 references
derivative-based optimization
0 references
