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Parameter Estimation of Binned Hawkes Processes:
Shlomovich, Leigh
;
Cohen, Edward A. K.
;
Adams, Niall
.
Journal of Computational and Graphical Statistics. 31 (2022) 4 - p. 990-1000 , 2022
Link:
https://doi.org/10.1080/10618600.2022.2050247
RT Journal T1 <Title>Parameter Estimation of Binned Hawkes Processes</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_10618600.2022.2050247&Exemplar=1&LAN=DE A1 Shlomovich, Leigh A1 Cohen, Edward A. K. A1 Adams, Niall A1 Patel, Lekha PB Informa UK Limited YR 2022 SN 1061-8600 SN 1537-2715 JF Journal of Computational and Graphical Statistics VO 31 IS 4 SP 990 OP 1000 LK http://dx.doi.org/https://doi.org/10.1080/10618600.2022.2050247 DO https://doi.org/10.1080/10618600.2022.2050247 SF ELIB - SuUB Bremen
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