Partial self-exciting point processes and their parameter estimations
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Publication:5087967
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Cites work
- scientific article; zbMATH DE number 3901778 (Why is no real title available?)
- scientific article; zbMATH DE number 3378360 (Why is no real title available?)
- A dynamic contagion process
- A random effects epidemic-type aftershock sequence model
- Adaptive estimation for Hawkes processes; application to genome analysis
- Application of branching models in the study of invasive species
- Central limit theorem for nonlinear Hawkes processes
- GPU accelerated MCMC for modeling terrorist activity
- Markov-modulated Hawkes process with stepwise decay
- Maximum likelihood estimation of Hawkes' self-exciting point processes
- Modelling dyadic interaction with Hawkes processes
- Reactive point processes: a new approach to predicting power failures in underground electrical systems
- Self-exciting point process modeling of crime
- Spectra of some self-exciting and mutually exciting point processes
- The Hawkes process with renewal immigration \& its estimation with an EM algorithm
Cited in
(9)- Moments for Hawkes processes with gamma decay kernel functions
- Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources
- Multivariate Hawkes process allowing for common shocks
- A review of self-exciting spatio-temporal point processes and their applications
- An elementary derivation of moments of Hawkes processes
- State space splitting of a finite markov process and some discussions on related counting processes
- An extension of Hawkes processes with ephemeral nearest effects
- Accelerating the estimation of renewal Hawkes self-exciting point processes
- Numerical method for means of linear Hawkes processes
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