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

correlation densitiesmaximum likelihood estimationsnonlinear modelself-exciting point processsimultaneous recordings of single unitswiring diagrams

Mathematics Subject Classification ID

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

Review text

A nonlinear model generating a self-exciting point process is formulated and identification of the model using maximum likelihood estimations is discussed. Simulations have been performed and parameters are estimated numerically. (Dis)advantages with respect to identification approaches based on correlation densities are outlined. This method may function as a basis to interpret simultaneous recordings of single units in terms of underlying wiring diagrams.

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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)

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

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