Markov-modulated Hawkes process with stepwise decay
| Year of publication: |
2012
|
|---|---|
| Authors: | Wang, Ting ; Bebbington, Mark ; Harte, David |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 64.2012, 3, p. 521-544
|
| Publisher: |
Springer |
| Subject: | Markov-modulated Hawkes process with stepwise decay | EM algorithm | ETAS model | Simulation | Landers |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010848658