Bayesian inference for aggregated Hawkes processes
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Cites work
- A cluster process representation of a self-exciting process
- A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation
- A parameter estimation method for multivariate binned Hawkes processes
- A review of self-exciting spatio-temporal point processes and their applications
- An estimation procedure for the Hawkes process
- An Introduction to the Theory of Point Processes
- Bayesian inference and model assessment for spatial point patterns using posterior predictive samples
- Bayesian inference for Hawkes processes
- Bivariate integer-autoregressive process with an application to mutual fund flows
- Causal Inference with Spatio-Temporal Data: Estimating the Effects of Airstrikes on Insurgent Violence in Iraq
- Efficient inference for nonparametric Hawkes processes using auxiliary latent variables
- Estimation of Space–Time Branching Process Models in Seismology Using an EM–Type Algorithm
- Hawkes and INAR(\(\infty\)) processes
- Inference from iterative simulation using multiple sequences
- Likelihood-Based Inference for Partially Observed Epidemics on Dynamic Networks
- Parameter Estimation of Binned Hawkes Processes
- Self-exciting hurdle models for terrorist activity
- Some edge correction methods for marked spatio-temporal point process models
- Space-time point-process models for earthquake occurrences
- Spatially inhomogeneous background rate estimators and uncertainty quantification for nonparametric Hawkes point process models of earthquake occurrences
- Spatio-temporal low count processes with application to violent crime events
- Spectra of some self-exciting and mutually exciting point processes
- Stability of nonlinear Hawkes processes
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