Likelihood based inference for the multivariate renewal Hawkes process (Q149025)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Likelihood based inference for the multivariate renewal Hawkes process
scientific article

    Statements

    123
    0 references
    131-145
    0 references
    July 2018
    0 references
    20 August 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    Likelihood based inference for the multivariate renewal Hawkes process (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    finance
    0 references
    maximum likelihood
    0 references
    model assessment
    0 references
    point process
    0 references
    prediction
    0 references
    seismology
    0 references
    0 references