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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| English | Estimation, diagnostics, and extensions of nonparametric Hawkes processes with kernel functions |
scientific article; zbMATH DE number 7240578 |
Statements
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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0.8431499004364014
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0.8147822022438049
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0.8133544921875
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0.8005111813545227
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0.7971132397651672
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