Maximum likelihood estimation of Hawkes' self-exciting point processes (Q78041)

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English	Maximum likelihood estimation of Hawkes' self-exciting point processes	scientific article

Statements

Annals of the Institute of Statistical Mathematics

31

1

145-155

December 1979

1979

Maximum likelihood estimation of Hawkes' self-exciting point processes (English)

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zbMATH Keywords

maximum likelihood estimation of Hawkes self-exciting point processes

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MaRDI profile type

MaRDI publication profile

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cites work

Variable Metric Method for Minimization

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A Rapidly Convergent Descent Method for Minimization

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Spectra of some self-exciting and mutually exciting point processes

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Q5649230

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A cluster process representation of a self-exciting process

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`` Direct Search'' Solution of Numerical and Statistical Problems

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Remarks on the theory, computation and application of the spectral analysis of series of events

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An efficient method for finding the minimum of a function of several variables without calculating derivatives

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Regular point processes and their detection

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Recursive estimation from discrete-time point processes

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Smoothing for doubly stochastic Poisson processes

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Q4095738

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Identifiers

DOI

10.1007/bf02480272

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zbMATH Open document ID

0447.62081

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Mathematics Subject Classification ID

Sitelinks

Mathematics(1 entry)

mardi Publication:78041