Accelerating the estimation of renewal Hawkes self-exciting point processes (Q109685)

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Accelerating the estimation of renewal Hawkes self-exciting point processes
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    4 March 2021
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    9 December 2021
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    Accelerating the estimation of renewal Hawkes self-exciting point processes (English)
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    renewal Hawkes process
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    likelihood approximation
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    Newton-Raphson
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    derivative-based optimization
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