The Hawkes process with renewal immigration & its estimation with an EM algorithm

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The Hawkes process with renewal immigration & its estimation with an EM algorithm

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DOI10.1016/J.CSDA.2015.08.007MaRDI QIDQ109682FDO

Authors Spencer Wheatley, Vladimir Filimonov, Didier Sornette

Publication date February 2016

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Cited in

(1)

RHawkes

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