scientific article; zbMATH DE number 3782254
From MaRDI portal
Publication:3960001
algorithmsdoubly stochastic Poisson processesintensity functionLaguerre type polynomialslinear intensity modelsmaximum likelihood computationmodel selectionpartial log likelihoodrecursive relationsresponse functionsself- exciting point processes
Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99) Applications of statistics (62P99)
Cited in
(16)- The application of linear intensity models to the investigation of causal relations between a point process and another stochastic process
- Comment on ``A review of self-exciting spatiotemporal point process and their applications by Alex Reinhart
- Truncated Hawkes point process modeling: system theory and system identification
- Estimation, diagnostics, and extensions of nonparametric Hawkes processes with kernel functions
- Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
- Concentration inequalities, counting processes and adaptive statistics
- Infinite-server queues with Hawkes input
- A test for independence between a point process and an analogue signal
- Wavelet thresholding estimation in a Poissonian interactions model with application to genomic data
- A prospect of earthquake prediction research
- Adaptive estimation for Hawkes processes; application to genome analysis
- Hierarchy of temporal responses of multivariate self-excited epidemic processes
- Multivariate representations of univariate marked Hawkes processes
- Editorial. A tribute to Professor Geoffrey Alan Hawkes (19 September 1938 -- 9 November 2023)
- Sparse estimators for multivariate integer-valued autoregressive models with applications to inference for Hawkes processes
- A random effects epidemic-type aftershock sequence model
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3960001)
