Partial self-exciting point processes and their parameter estimations
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Publication:5087967
DOI10.1080/03610918.2018.1468463OpenAlexW2902606673WikidataQ128892033 ScholiaQ128892033MaRDI QIDQ5087967FDOQ5087967
Authors: Lirong Cui, Zhongping Li, He Yi 
Publication date: 4 July 2022
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2018.1468463
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Cites Work
- Self-exciting point process modeling of crime
- Spectra of some self-exciting and mutually exciting point processes
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- Maximum likelihood estimation of Hawkes' self-exciting point processes
- Reactive point processes: a new approach to predicting power failures in underground electrical systems
- The Hawkes process with renewal immigration \& its estimation with an EM algorithm
- Adaptive estimation for Hawkes processes; application to genome analysis
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- Central limit theorem for nonlinear Hawkes processes
- Application of branching models in the study of invasive species
- Markov-modulated Hawkes process with stepwise decay
- Modelling dyadic interaction with Hawkes processes
- A dynamic contagion process
- A random effects epidemic-type aftershock sequence model
- GPU accelerated MCMC for modeling terrorist activity
Cited In (9)
- Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources
- Numerical method for means of linear Hawkes processes
- A review of self-exciting spatio-temporal point processes and their applications
- An extension of Hawkes processes with ephemeral nearest effects
- Moments for Hawkes processes with gamma decay kernel functions
- Multivariate Hawkes process allowing for common shocks
- An elementary derivation of moments of Hawkes processes
- Accelerating the estimation of renewal Hawkes self-exciting point processes
- State space splitting of a finite markov process and some discussions on related counting processes
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