Bayesian inference for Hawkes processes

DOI10.1007/S11009-011-9272-5zbMath1368.60055OpenAlexW2085512286MaRDI QIDQ370904

Jakob Gulddahl Rasmussen

Publication date: 20 September 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://pure.au.dk/ws/files/44190794/imf_csgb_2011_01.pdf

zbMATH Keywords

Markov chain Monte Carlopoint processmissing dataBayesian inferenceHawkes processcluster process

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cites Work

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