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Moments for Hawkes Processes with Gamma Decay Kernel Functions

Methodology and Computing in Applied Probability, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lirong Cui, Bei Wu
exaly   +3 more sources

The quasi-invariance property for the Gamma kernel determinantal measure

open access: yesAdvances in Mathematics, 2011
53 pages, 2 figures; Version 2: minor ...
Grigori Olshanski
exaly   +4 more sources

Gamma Kernel Intensity Estimation in Temporal Point Processes

Communications in Statistics Part B: Simulation and Computation, 2011
In this article, we propose a nonparametric approach for estimating the intensity function of temporal point processes based on kernel estimators. In particular, we use asymmetric kernel estimators characterized by the gamma distribution, in order to describe features of observed point patterns adequately.
Giada Adelfio
exaly   +2 more sources

Nonparametric gamma kernel estimators of density derivatives on positive semi-axis [PDF]

open access: yesIFAC Postprint Volumes IPPV / International Federation of Automatic Control, 2013
We consider nonparametric estimation of the derivative of a probability density function with the bounded support on $[0,\infty)$. Estimates are looked up in the class of estimates with asymmetric gamma kernel functions. The use of gamma kernels is due to the fact they are nonnegative, change their shape depending on the position on the semi-axis and ...
Natalia Markovich
exaly   +4 more sources

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