EM Algorithm for the Estimation of the RETAS Model
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Cites work
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1086058 (Why is no real title available?)
- A Simplex Method for Function Minimization
- A cluster process representation of a self-exciting process
- A semiparametric spatiotemporal Hawkes-type point process model with periodic background for crime data
- A space-time conditional intensity model for invasive meningococcal disease occurrence
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- An Introduction to the Theory of Point Processes
- Direct Likelihood Evaluation for the Renewal Hawkes Process
- Estimation of Space–Time Branching Process Models in Seismology Using an EM–Type Algorithm
- GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model
- Modeling extreme negative returns using marked renewal Hawkes processes
- Pseudomartingale estimating equations for modulated renewal process models
- Self-exciting point process modeling of crime
- Space-time point-process models for earthquake occurrences
- Spatiotemporal ETAS model with a renewal main-shock arrival process
- Spectra of some self-exciting and mutually exciting point processes
- The Hawkes process with renewal immigration \& its estimation with an EM algorithm
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