Latent Markov Time-Interaction Processes
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Cites work
- A cluster process representation of a self-exciting process
- A hidden Markov space-time model for mapping the dynamics of global access to food
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
- A non-parametric Hawkes process model of primary and secondary accidents on a UK smart motorway
- A self-correcting point process
- A test for self-exciting clustering mechanism
- A widely applicable Bayesian information criterion
- An Introduction to the Theory of Point Processes
- Bayesian inference for discretely observed continuous time multi-state models
- Calculating posterior distributions and modal estimates in Markov mixture models
- Continuous Time-Interaction Processes for Population Size Estimation, with an Application to Drug Dealing in Italy
- Covariate-modulated rectangular latent Markov models with an unknown number of regime profiles
- Dealing With Label Switching in Mixture Models
- Exact and computationally efficient Bayesian inference for generalized Markov modulated Poisson processes
- Generalized linear mixed models based on latent Markov heterogeneity structures
- scientific article; zbMATH DE number 3602503 (Why is no real title available?)
- Latent Markov models for longitudinal data
- Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
- Markov-modulated Hawkes processes for modeling sporadic and bursty event occurrences in social interactions
- Multivariate Hawkes processes: an application to financial data
- Regular point processes and their detection
- Self-exciting point process modeling of crime
- Simulation from endpoint-conditioned, continuous-time Markov chains on a finite state space, with applications to molecular evolution
- Some limit theorems for Hawkes processes and application to financial statistics
- Spectra of some self-exciting and mutually exciting point processes
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