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- criteria for selection of Hawkes process models of financial data 2018-11-14 Paper Applications of a multivariate Hawkes process to joint modeling of sentiment...10 bytes (17 words) - 14:02, 10 December 2023
- -- new perspectives. Volume 2: Data structures based on nonlinear relations and data processing methods 2020-05-29 Paper Data structures and algorithms...10 bytes (16 words) - 11:52, 6 October 2023
- infectious diseases on tie-decay networks 2022-03-01 Paper Multivariate Spatiotemporal Hawkes Processes and Network Reconstruction 2022-02-03 Paper Relating...10 bytes (19 words) - 10:47, 6 October 2023
- systems based on distributed observer 2022-02-10 Paper Multivariate Spatiotemporal Hawkes Processes and Network Reconstruction 2022-02-03 Paper Global strong...10 bytes (17 words) - 10:14, 11 December 2023
- linear model with diverging number of parameters 2012-03-13 Paper Multivariate Hawkes processes: an application to financial data 2011-10-25 Paper Simulation-based...10 bytes (16 words) - 20:40, 24 September 2023
- estimation of Hawkes' self-exciting point processes 1979-12-01 Paper Maximum likelihood estimation of Hawkes' self-exciting point processes 1979-01-01 Paper...10 bytes (16 words) - 10:02, 24 September 2023
- systems; multivariate nonlinear Hawkes processes Mathematics Subject Classification ID 60G55: Point processes (e.g., Poisson, Cox, Hawkes processes) 60F99:...15 bytes (75 words) - 00:05, 2 February 2024
- deterministic Markov processes; multivariate nonlinear Hawkes processes Mathematics Subject Classification ID 60J25: Continuous-time Markov processes on general...15 bytes (77 words) - 02:18, 2 February 2024
- Keywords piecewise deterministic Markov processes; mean field interaction; multivariate nonlinear Hawkes processes Mathematics Subject Classification ID...15 bytes (79 words) - 22:05, 1 February 2024
- coupling; piecewise deterministic Markov processes; mean-field approximations; multivariate nonlinear Hawkes processes; age dependency Mathematics Subject Classification...15 bytes (80 words) - 05:46, 2 February 2024
- deterministic Markov processes; Poisson random measure; mean-field approximations; interacting neurons; multivariate nonlinear Hawkes processes Mathematics Subject...15 bytes (99 words) - 18:26, 2 February 2024
- graph limit; mean-field systems; spatially extended system; multivariate nonlinear Hawkes processes Mathematics Subject Classification ID 68T07: Artificial...15 bytes (94 words) - 01:40, 2 February 2024
- renewal processes, semi-Markov processes 91G80: Financial applications of other theories 60G55: Point processes (e.g., Poisson, Cox, Hawkes processes) 91G15:...15 bytes (123 words) - 04:43, 2 February 2024
- Stability of nonlinear Hawkes processes The philosophers' process on ladder graphs Stability of Markovian processes II: continuous-time processes and sampled...15 bytes (164 words) - 02:51, 1 February 2024
- in information and communication theory 60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)...15 bytes (84 words) - 10:21, 30 January 2024
- analysis 62M05: Markov processes: estimation; hidden Markov models 60G55: Point processes (e.g., Poisson, Cox, Hawkes processes) Related Items Nonparametric...15 bytes (185 words) - 16:32, 31 January 2024
- stochastic processes) 93E20: Optimal stochastic control 60G44: Martingales with continuous parameter 60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)...15 bytes (219 words) - 10:19, 1 February 2024
- Gaussian processes; Markov processes; conditioning; testing; point processes; batching; random fields; inference; Order statistics; Poisson processes; stochastic...15 bytes (540 words) - 21:49, 7 February 2024
- functionals of marked Cox processes Distance fluctuations and Lyapunov exponents Time dependent analysis of multivariate marked renewal processes Fluctuation theory...15 bytes (385 words) - 10:56, 1 February 2024
- Classification ID 60E99: Distribution theory 60G55: Point processes (e.g., Poisson, Cox, Hawkes processes) 60F99: Limit theorems in probability theory 60-02:...15 bytes (2,588 words) - 13:26, 5 February 2024
