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Maximum Likelihood Estimation for Hawkes Processes with self-excitation
  or inhibition
v1v2v3 (latest)

Maximum Likelihood Estimation for Hawkes Processes with self-excitation or inhibition

9 March 2021
Anna Bonnet
M. Herrera
Maxime Sangnier
ArXiv (abs)PDFHTML

Papers citing "Maximum Likelihood Estimation for Hawkes Processes with self-excitation or inhibition"

3 / 3 papers shown
Title
A Tutorial on Hawkes Processes for Events in Social Media
A Tutorial on Hawkes Processes for Events in Social Media
Marian-Andrei Rizoiu
Young Lee
Swapnil Mishra
Lexing Xie
44
95
0
21 Aug 2017
Discovering Latent Network Structure in Point Process Data
Discovering Latent Network Structure in Point Process Data
Scott W. Linderman
Ryan P. Adams
102
283
0
04 Feb 2014
Second order statistics characterization of Hawkes processes and
  non-parametric estimation
Second order statistics characterization of Hawkes processes and non-parametric estimation
Emmanuel Bacry
Jean-François Muzy
93
31
0
05 Jan 2014
1