stpphawkes

CRANstpphawkesMaRDI QIDQ5983125

Missing Data for Marked Hawkes Process

Lyndsay Shand, J. Derek Tucker, Stephen Rowe, John R. Lewis

Last update: 15 August 2023

Copyright license: MIT license, File License

Software version identifier: 0.2.1

Description

Estimation of model parameters for marked Hawkes process. Accounts for missing data in the estimation of the parameters. Technical details found in (Tucker et al., 2019 <doi:10.1016/j.spasta.2018.12.004>).

Cites work

• Handling missing data in self-exciting point process models

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