Bayesian Inference for Hawkes Processes

Methodology and Computing in Applied Probability

Volumn 15, Issue 3, 2013, Pages 623-642

  Rasmussen, Jakob Gulddahl ^a  

^a AALBORG UNIVERSITY   (Denmark)

Author keywords

Bayesian inference; Cluster process; Hawkes process; Markov chain Monte Carlo; Missing data; Point process

Indexed keywords

EID: 84880704371     PISSN: 13875841     EISSN: 15737713     Source Type: Journal    
DOI: 10.1007/s11009-011-9272-5     Document Type: Article

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