Estimation, diagnostics, and extensions of nonparametric Hawkes processes with kernel functions (Q2195545)

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scientific article; zbMATH DE number 7240578
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Estimation, diagnostics, and extensions of nonparametric Hawkes processes with kernel functions
scientific article; zbMATH DE number 7240578

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    Estimation, diagnostics, and extensions of nonparametric Hawkes processes with kernel functions (English)
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    26 August 2020
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    Hawkes process
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    kernel estimate
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    ETAS model
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    earthquake
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    crime
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    expectation-maximization algorithm
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    stochastic reconstruction
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