Partial self-exciting point processes and their parameter estimations (Q5087967)
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scientific article; zbMATH DE number 7552597
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| English | Partial self-exciting point processes and their parameter estimations |
scientific article; zbMATH DE number 7552597 |
Statements
Partial self-exciting point processes and their parameter estimations (English)
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4 July 2022
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conditional intensity function
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Hawkes process
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infinitesimal generator
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MLE
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partial self-exciting
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0.9347448
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0.9169805
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0.9058482
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0.8990294
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0.8843498
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0.8816019
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