Exact and approximate EM estimation of mutually exciting hawkes processes

Statistical Inference for Stochastic Processes

Volumn 16, Issue 1, 2013, Pages 63-80

  Olson, Jamie F ^a   Carley, Kathleen M ^a  

^a Carnegie Mellon University ^*  (United States)

Author keywords

Estimation; Expectation maximization; Self exciting point processes

Indexed keywords

EID: 84874935211     PISSN: 13870874     EISSN: 15729311     Source Type: Journal    
DOI: 10.1007/s11203-013-9074-1     Document Type: Article

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