Doubly time-dependent Hawkes process and applications in failure sequence analysis

DOI10.1007/S00180-022-01269-6MaRDI QIDQ6136311OpenAlexFDO

Authors Luning Zhang, Jianwei Liu, Xin Zuo

Publication date 29 August 2023

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-022-01269-6

zbMATH Keywords

Weibull distributionfailure analysisbackground intensityinfection functiontime-dependent Hawkes processtrigger kernel

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

• A dual algorithm for the solution of nonlinear variational problems via finite element approximation
• An Introduction to the Theory of Point Processes
• COEVOLVE: a joint point process model for information diffusion and network evolution
• Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions
• Multivariate Hawkes processes: an application to financial data
• On Lewis' simulation method for point processes
• Spectra of some self-exciting and mutually exciting point processes
• Tracking Dynamic Point Processes on Networks

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