Exact and approximate EM estimation of mutually exciting hawkes processes
Year of publication: |
2013
|
---|---|
Authors: | Olson, Jamie ; Carley, Kathleen |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 16.2013, 1, p. 63-80
|
Publisher: |
Springer |
Subject: | Self-exciting point processes | Estimation | Expectation-maximization |
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