Pages that link to "Item:Q78041"

The following pages link to Maximum likelihood estimation of Hawkes' self-exciting point processes (Q78041):

Displaying 50 items.

• emhawkes (Q78042) (← links)
• Direct Likelihood Evaluation for the Renewal Hawkes Process (Q109684) (← links)
• Spectral estimation of Hawkes processes from count data (Q128141) (← links)
• Adaptive estimation for Hawkes processes; application to genome analysis (Q605927) (← links)
• Maximum likelihood estimations in a nonlinear self-exciting point process model (Q1091726) (← links)
• Estimating a parametric trend component in a continuous-time jump-type process (Q1103311) (← links)
• System identification based on point processes and correlation densities. II. The refractory neuron model (Q1111957) (← links)
• The asymptotic behaviour of maximum likelihood estimators for stationary point processes (Q1148093) (← links)
• Limit theorems for Markovian Hawkes processes with a large initial intensity (Q1615912) (← links)
• Comment on ``A review of self-exciting spatiotemporal point process and their applications'' by Alex Reinhart (Q1630388) (← links)
• Stochastic models for the infectivity function in an infinite population of susceptible individuals (Q1658060) (← links)
• The Hawkes process with renewal immigration \& its estimation with an EM algorithm (Q1660145) (← links)
• Cojumps and asset allocation in international equity markets (Q1734591) (← links)
• Statistical inference for the doubly stochastic self-exciting process (Q1750090) (← links)
• Exact and approximate EM estimation of mutually exciting Hawkes processes (Q1943990) (← links)
• Nonparametric inference for stochastic feedforward networks based on cross-spectral analysis of point processes (Q1950876) (← links)
• A bivariate shot noise self-exciting process for insurance (Q2015619) (← links)
• Hawkes process and Edgeworth expansion with application to maximum likelihood estimator (Q2046294) (← links)
• A parameter estimation method for multivariate binned Hawkes processes (Q2103973) (← links)
• Optimal liquidation problem in illiquid markets (Q2242363) (← links)
• Asymptotic distribution of the score test for detecting marks in Hawkes processes (Q2243558) (← links)
• Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition (Q2244537) (← links)
• Limit properties of continuous self-exciting processes (Q2273724) (← links)
• Nonparametric self-exciting models for computer network traffic (Q2302486) (← links)
• Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues (Q2315066) (← links)
• Statistical inference for ergodic point processes and application to limit order book (Q2359704) (← links)
• Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors (Q2374124) (← links)
• Modeling of spike trains in auditory nerves with self-exciting point processes of the von Mises type (Q2419784) (← links)
• Self-exciting hurdle models for terrorist activity (Q2428738) (← links)
• Multivariate insurance models: an overview (Q2444726) (← links)
• Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions (Q2968465) (← links)
• Concentration inequalities, counting processes and adaptive statistics (Q3451707) (← links)
• Performance of information criteria for selection of Hawkes process models of financial data (Q4554419) (← links)
• High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration (Q4554421) (← links)
• Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market (Q4554423) (← links)
• Analysis of Branching Ratio of Telecommunication Stocks in Thailand Using Hawkes Process (Q4558841) (← links)
• Self-exciting point process models for political conflict forecasting (Q4581347) (← links)
• Spatio-temporal patterns of IED usage by the Provisional Irish Republican Army (Q4594589) (← links)
• Point-process models of social network interactions: Parameter estimation and missing data recovery (Q4594600) (← links)
• Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data (Q4619496) (← links)
• Modelling systemic price cojumps with Hawkes factor models (Q4683069) (← links)
• The limits of statistical significance of Hawkes processes fitted to financial data (Q5001105) (← links)
• Classification of flash crashes using the Hawkes<i>(p,q)</i>framework (Q5068081) (← links)
• State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) (← links)
• Partial self-exciting point processes and their parameter estimations (Q5087967) (← links)
• (Q5093432) (← links)
• Propagation of Spiking Moments in Linear Hawkes Networks (Q5109367) (← links)
• Clustering Effects via Hawkes Processes (Q5132613) (← links)
• (Q5149036) (← links)
• Analyzing order flows in limit order books with ratios of Cox-type intensities (Q5215440) (← links)