Parameter Estimation of Binned Hawkes Processes
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Cites work
- A cluster process representation of a self-exciting process
- A Multivariate Hawkes Process With Gaps in Observations
- A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation
- An estimation procedure for the Hawkes process
- An Introduction to the Theory of Point Processes
- Direct Likelihood Evaluation for the Renewal Hawkes Process
- Discrete time rescaling theorem: Determining goodness of fit for discrete time statistical models of neural spiking
- Hawkes and INAR(\(\infty\)) processes
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- Maximum likelihood analysis of spike trains of interacting nerve cells
- Modelling security market events in continuous time: intensity based, multivariate point process models
- Multivariate Hawkes processes: an application to financial data
- Network Estimation From Point Process Data
- Nonparametric self-exciting models for computer network traffic
- Spectra of some self-exciting and mutually exciting point processes
Cited in
(7)- A parameter estimation method for multivariate binned Hawkes processes
- Fast and asymptotically efficient estimation in the Hawkes processes
- Graph-based mutually exciting point processes for modelling event times in docked bike-sharing systems
- Estimating the Hawkes Process From a Discretely Observed Sample Path
- Fourier analysis of spatial point processes
- An inhomogeneous Weibull-Hawkes process to model underdispersed acoustic cues
- Modeling Multistate Health Transitions with a Most-Recent-Event Hawkes Process
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