Pages that link to "Item:Q78041"

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

Displaying 38 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)
• Wavelet Thresholding Estimation in a Poissonian Interactions Model with Application to Genomic Data (Q5413953) (← links)
• Nonlinear Poisson autoregression and nonlinear Hawkes processes (Q6098998) (← links)
• Alternative asymptotic inference theory for a nonstationary Hawkes process (Q6116900) (← links)
• Fast and asymptotically efficient estimation in the Hawkes processes (Q6134372) (← links)
• Hierarchy of temporal responses of multivariate self-excited epidemic processes (Q6135213) (← links)
• Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)
• Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity (Q6172146) (← links)