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

DOI10.1016/J.CSDA.2015.08.007MaRDI QIDQ109682FDOQ109682

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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