Maximum likelihood estimations in a nonlinear self-exciting point process model

DOI10.1007/BF00355597MaRDI QIDQ1091726zbMATH OpenOpenAlexWikidataFDO

Authors Henk F. P. van den Boogaard

Publication date 1986

Published in Biological Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00355597

zbMATH Keywords

nonlinear modelmaximum likelihood estimationsself-exciting point processcorrelation densitiessimultaneous recordings of single unitswiring diagrams

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Non-Markovian processes: estimation (62M09) Identification in stochastic control theory (93E12)

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Cites work

• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
• scientific article; zbMATH DE number 3987089 (Why is no real title available?)
• scientific article; zbMATH DE number 3378360 (Why is no real title available?)
• Identification of synaptic interactions
• Maximum likelihood estimation of Hawkes' self-exciting point processes
• Spectra of some self-exciting and mutually exciting point processes
• Stochastic formulation of neural interaction
• System identification based on point processes and correlation densities. I: The nonrefractory neuron model
• The identification of point process systems

Cited in

(13)

• Maximum likelihood analysis of spike trains of interacting nerve cells
• Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition
• Partial self-exciting point processes and their parameter estimations
• Modeling neuronal firing in epilepsy: fitting Hawkes processes to single-unit activity
• Analyzing Functional Connectivity Using a Network Likelihood Model of Ensemble Neural Spiking Activity
• IDENTIFICATION OF A COMPLEX NEUROPHYSIOLOGICAL SYSTEM USING THE MAXIMUM LIKELIHOOD APPROACH
• Maximum likelihood identification of neural point process systems
• Minimum mean square error estimation of connectivity in biological neural networks
• System identification based on point processes and correlation densities. II. The refractory neuron model
• Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling
• Accelerating the estimation of renewal Hawkes self-exciting point processes
• Estimating a state-space model from point process observations: a note on convergence
• Closed-form likelihood estimation for one type of affine point processes

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