The Hawkes process with renewal immigration & its estimation with an EM algorithm
METADATA ONLY
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Author / Producer
Date
2016
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
94
Pages / Article No.
120 - 135
Publisher
Elsevier
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Hawkes process; Renewal process; EM algorithm; Cluster process; Branching process
Organisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)