Direct Likelihood Evaluation for the Renewal Hawkes Process (Q109684): Difference between revisions

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+Statistical models based on counting processes
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+Estimating value-at-risk: a point process approach
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+An Introduction to the Theory of Point Processes
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+Multivariate Hawkes processes: an application to financial data
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+Spectra of some self-exciting and mutually exciting point processes
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+A cluster process representation of a self-exciting process
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+Exact and approximate EM estimation of mutually exciting Hawkes processes
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+Estimation of Space–Time Branching Process Models in Seismology Using an EM–Type Algorithm
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+The Hawkes process with renewal immigration \& its estimation with an EM algorithm
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