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  • Search: subject:"Markov-modulated Hawkes process with stepwise decay"
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EM algorithm 1 ETAS model 1 Landers 1 Markov-modulated Hawkes process with stepwise decay 1 Simulation 1
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Bebbington, Mark 1 Harte, David 1 Wang, Ting 1
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Markov-modulated Hawkes process with stepwise decay
Wang, Ting; Bebbington, Mark; Harte, David - In: Annals of the Institute of Statistical Mathematics 64 (2012) 3, pp. 521-544
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