Bayesian inference for Hawkes processes
From MaRDI portal
Publication:370904
DOI10.1007/s11009-011-9272-5zbMath1368.60055MaRDI QIDQ370904
Publication date: 20 September 2013
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://pure.au.dk/ws/files/44190794/imf_csgb_2011_01.pdf
Markov chain Monte Carlo; point process; missing data; Bayesian inference; Hawkes process; cluster process
60J22: Computational methods in Markov chains
62F15: Bayesian inference
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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