Maximum likelihood estimation of Hawkes' self-exciting point processes
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Publication:78041
DOI10.1007/bf02480272zbMath0447.62081MaRDI QIDQ78041
Publication date: December 1979
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Non-Markovian processes: estimation (62M09) Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10) Probabilistic methods, stochastic differential equations (65C99)
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Cites Work
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