Mutually exciting point processes for crowdfunding platform dynamics
From MaRDI portal
Cites work
- A new look at the statistical model identification
- An Introduction to the Theory of Point Processes
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Emergence of Scaling in Random Networks
- Estimating the dimension of a model
- Exposure, hazard, and survival analysis of diffusion on social networks
- Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling
- Introduction to Time Series and Forecasting
- Marked self-exciting point process modelling of information diffusion on twitter
- Modelling microstructure noise with mutually exciting point processes
- Modelling security market events in continuous time: intensity based, multivariate point process models
- Mutually Exciting Point Process Graphs for Modeling Dynamic Networks
- Mutually exciting point processes for crowdfunding platform dynamics
- Self-exciting point process modeling of crime
- Some results on tests for Poisson processes
- Spectra of some self-exciting and mutually exciting point processes
- The elements of Hawkes processes
- The power of alternative Kolmogorov-Smirnov tests based on transformations of the data
- The time-rescaling theorem and its application to neural spike train data analysis
This page was built for publication: Mutually exciting point processes for crowdfunding platform dynamics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6927536)