RHawkes

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Renewal Hawkes Process

Feng Chen

Last update: 5 May 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0

Cites work

• The Hawkes process with renewal immigration & its estimation with an EM algorithm
• Direct Likelihood Evaluation for the Renewal Hawkes Process
• Accelerating the estimation of renewal Hawkes self-exciting point processes

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