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Spectra of some self-exciting and mutually exciting point processes
, 1971A. Hawkes
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Change-points for point processes
2018This chapter studies estimation and testing methods for the intensities of parametric or functional Poisson models, for parametric or nonparametric hazard function under right-censoring and for point processes, with change-points at unknown time thresholds.
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Journal of the American Statistical Association, 1983
Paul T. Holmes, D. R. Cox, Valarie Isham
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Paul T. Holmes, D. R. Cox, Valarie Isham
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2020
Hawkes processes may be regarded as the stochastic form of the Lotka–Volterra model of Example 5.1.26 or as a particular form of a branching point process, in turn a particular case of a cluster point process. They can modelize the growth of an epidemy or seismic activity, in which case it is important to have estimates of the probability distribution ...
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Hawkes processes may be regarded as the stochastic form of the Lotka–Volterra model of Example 5.1.26 or as a particular form of a branching point process, in turn a particular case of a cluster point process. They can modelize the growth of an epidemy or seismic activity, in which case it is important to have estimates of the probability distribution ...
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Likelihood inference for spatial point processes
Stochastic Geometry, 2019C. Geyer
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