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  • Search: subject:"Point process models"
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Year of publication
Subject
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Branching process models 1 Expectation-maximization algorithm 1 Hawkes process 1 Point process models 1 Renewal Cluster process models 1 branching structure 1 immigration 1 neural nets 1 non-parametric estimation 1 nonparametric estimation 1 point process models 1 regression functions 1 sieve classes 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1 Undetermined 1
Author
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Döhler, Sebastian 1 Filimonov, Vladimir 1 Rüschendorf, Ludger 1 Sornette, Didier 1 Wheatley, Spencer 1
Published in...
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Research paper series / Swiss Finance Institute 1 Statistical Inference for Stochastic Processes 1 Swiss Finance Institute Research Paper 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Estimation of the Hawkes process with renewal immigration using the EM algorithm
Wheatley, Spencer; Filimonov, Vladimir; Sornette, Didier - 2014
We introduce the <I>Hawkes process with renewal immigration</I> and make its statistical estimation possible with two <I>Expectation Maximization</I> (EM) algorithms. The standard <I>Hawkes process</I> introduces <I>immigrant points</I> via a Poisson process, and each immigrant has a subsequent cluster of associated...</i></i></i></i>
Persistent link: https://www.econbiz.de/10010443032
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Cover Image
Nonparametric Estimation of Regression Functions in Point Process Models
Döhler, Sebastian; Rüschendorf, Ludger - In: Statistical Inference for Stochastic Processes 6 (2003) 3, pp. 291-307
Persistent link: https://www.econbiz.de/10005184580
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