Markov-modulated Hawkes process with stepwise decay (Q421443)

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Markov-modulated Hawkes process with stepwise decay
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    Statements

    title
    Markov-modulated Hawkes process with stepwise decay (English)
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    author
    David Harte
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    Ting Wang
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    M. S. Bebbington
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    publication date
    23 May 2012
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    zbMATH Keywords
    EM algorithm
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    ETAS model
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    simulations
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    Landers
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    Identifiers

    Mathematics Subject Classification ID
    62P35
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    86A17
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    65C60
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    zbMATH DE Number
    6038195
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