Work

Maximum likelihood estimation of Hawkes' self-exciting point processes

Year: 1979

Type: article

Source: Annals of the Institute of Statistical Mathematics

DOI: 10.1007/bf02480272

Author: T. Ozaki

Language: English

Topic: Point processes and geometric inequalities

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W1999735946

FWCI: 1.601

Cites: 13

Cited by: 321

Related to: 10