Accelerating the estimation of renewal Hawkes self-exciting point processes

DOI10.1007/s11222-021-10002-0zbMath1475.62058OpenAlexW3135021977MaRDI QIDQ109685

Tom Stindl, Feng Chen, Feng Chen, Tom Stindl

Publication date: 4 March 2021

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-021-10002-0

zbMATH Keywords

Newton-Raphsonlikelihood approximationderivative-based optimizationrenewal Hawkes process

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

RHawkes

Cites Work

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