Maximum likelihood estimation of Hawkes' self-exciting point processes
- 1 December 1979
- journal article
- research article
- Published by Springer Nature in Annals of the Institute of Statistical Mathematics
- Vol. 31 (1) , 145-155
- https://doi.org/10.1007/bf02480272
Abstract
No abstract availableKeywords
This publication has 12 references indexed in Scilit:
- Recursive estimation from discrete-time point processesIEEE Transactions on Information Theory, 1976
- A cluster process representation of a self-exciting processJournal of Applied Probability, 1974
- Regular point processes and their detectionIEEE Transactions on Information Theory, 1972
- Smoothing for doubly stochastic Poisson processesIEEE Transactions on Information Theory, 1972
- Spectra of some self-exciting and mutually exciting point processesBiometrika, 1971
- Remarks on the theory, computation and application of the spectral analysis of series of eventsJournal of Sound and Vibration, 1970
- An efficient method for finding the minimum of a function of several variables without calculating derivativesThe Computer Journal, 1964
- A Rapidly Convergent Descent Method for MinimizationThe Computer Journal, 1963
- `` Direct Search'' Solution of Numerical and Statistical ProblemsJournal of the ACM, 1961
- An Automatic Method for Finding the Greatest or Least Value of a FunctionThe Computer Journal, 1960