Lekha Patel

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Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ Statistical Models for Earthquake Occurrences and Residual Analysis for Point Processes 1988 Yosihiko Ogata
3
+ Hawkes Process: Fast Calibration, Application to Trade Clustering, and Diffusive Limit 2013 José Da Fonseca
Riadh Zaatour
3
+ A cluster process representation of a self-exciting process 1974 Alan G. Hawkes
David Oakes
3
+ Maximum Likelihood from Incomplete Data Via the <i>EM</i> Algorithm 1977 A. P. Dempster
N. M. Laird
Donald B. Rubin
2
+ PDF Chat An estimation procedure for the Hawkes process 2016 Matthias Kirchner
2
+ PDF Chat Nonparametric self-exciting models for computer network traffic 2019 Matthew Price-Williams
Nicholas A. Heard
2
+ PDF Chat A Multivariate Hawkes Process With Gaps in Observations 2017 Triet Le
2
+ Hawkes and INAR(<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>∞</mml:mi></mml:math>) processes 2016 Matthias Kirchner
2
+ PDF Chat Quantifying reflexivity in financial markets: Toward a prediction of flash crashes 2012 Vladimir Filimonov
Didier Sornette
2
+ PDF Chat Modelling security market events in continuous time: Intensity based, multivariate point process models 2007 Clive G. Bowsher
2
+ PDF Chat Network Estimation From Point Process Data 2018 Benjamin Mark
Garvesh Raskutti
Rebecca Willett
2
+ A Tutorial on Hawkes Processes for Events in Social Media 2017 Marian-Andrei Rizoiu
Young Lee
Swapnil Mishra
Lexing Xie
2
+ PDF Chat Unified Host and Network Data Set 2018 Melissa Turcotte
Alexander D. Kent
Curtis Hash
2
+ Spectra of some self-exciting and mutually exciting point processes 1971 Alan G. Hawkes
2
+ A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation 2018 Matthias Kirchner
A. Bercher
2
+ PDF Chat Spatial Bayesian hierarchical modeling of precipitation extremes over a large domain 2016 Cameron Bracken
Balaji Rajagopalan
Linyin Cheng
William Kleiber
Subhrendu Gangopadhyay
1
+ A Power Law Approach to Estimating Fake Social Network Accounts 2016 Tushti Rastogi
1
+ Spatial Point Processes 2011 Mark Huber
1
+ An Introduction to the Theory of Point Processes : Volume I: Elementary Theory and Methods 2003 D. J. Daley
D. Vere‐Jones
1
+ A Conceptual Introduction to Hamiltonian Monte Carlo 2017 Michael Betancourt
1
+ Fast Bayesian Intensity Estimation for the Permanental Process 2017 Christian Walder
Adrian N. Bishop
1
+ Direct Likelihood Evaluation for the Renewal Hawkes Process 2017 Feng Chen
Tom Stindl
1
+ Poisson intensity estimation with reproducing kernels 2017 Seth Flaxman
Yee Whye Teh
Dino Sejdinović
1
+ PDF Chat Hawkes processes for events in social media 2017 Marian-Andrei Rizoiu
Young Lee
Swapnil Mishra
Lexing Xie
1
+ PDF Chat Handling missing data in self-exciting point process models 2018 James D. Tucker
Lyndsay Shand
J. R. Lewis
1
+ The Akaike information criterion: Background, derivation, properties, application, interpretation, and refinements 2019 Joseph E. Cavanaugh
Andrew A. Neath
1
+ PDF Chat A Bayesian spatial hierarchical model for extreme precipitation in Great Britain 2018 Paul Sharkey
Hugo Winter
1
+ PDF Chat A Spliced Gamma-Generalized Pareto Model for Short-Term Extreme Wind Speed Probabilistic Forecasting 2019 Daniela Castro‐Camilo
Raphaël Huser
Håvard Rue
1
+ Modeling and estimation for self-exciting spatio-temporal models of terrorist activity 2018 Nicholas Clark
Philip M. Dixon
1
+ PDF Chat TiDeH: Time-Dependent Hawkes Process for Predicting Retweet Dynamics 2021 Ryota Kobayashi
Renaud Lambiotte
1
+ Efficient Non-parametric Bayesian Hawkes Processes 2019 Rui Zhang
Christian Walder
Marian-Andrei Rizoiu
Lexing Xie
1
+ PDF Chat Estimating the effects of non-pharmaceutical interventions on COVID-19 in Europe 2020 Seth Flaxman
Swapnil Mishra
Axel Gandy
H. Juliette T. Unwin
Thomas A. Mellan
Helen Coupland
Charles Whittaker
Harrison Zhu
Tresnia Berah
Jeffrey W. Eaton
1
+ Discrete Extremes 2017 Adrien S. Hitz
Richard A. Davis
Gennady Samorodnitsky
1
+ A Review of Self-Exciting Spatio-Temporal Point Processes and Their Applications 2018 Alex Reinhart
1
+ PDF Chat Simulating the evolution of soot mixing state with a particle‐resolved aerosol model 2009 Nicole Riemer
Matthew West
R. A. Zaveri
R. C. Easter
1
+ Modeling and estimation of multi-source clustering in crime and security data 2013 George Mohler
1
+ PDF Chat Generalized Zipf's law in proportional voting processes 2003 M. L. Lyra
U.M.S. Costa
R. N. Costa Filho
José S. Andrade
1
+ Estimating the historical and future probabilities of large terrorist events 2013 Aaron Clauset
Ryan Woodard
1
+ Hawkes processes in finance 2015 Emmanuel Bacry
Iacopo Mastromatteo
Jean-Fran ccois Muzy
1
+ PDF Chat Multivariate Hawkes processes: an application to financial data 2011 Paul Embrechts
Thomas Liniger
Lu Lin
1
+ PDF Chat Particle Markov Chain Monte Carlo Methods 2010 Christophe Andrieu
Arnaud Doucet
Roman Holenstein
1
+ Seismicity Analysis through Point-process Modeling: A Review 1999 Yosihiko Ogata
1
+ PDF Chat Statistical Inference and Simulation for Spatial Point Processes 2003 Jesper Møller
Rasmus Waagepetersen
1
+ PDF Chat Hawkes Processes in Finance 2015 Emmanuel Bacry
Iacopo Mastromatteo
J. F. Muzy
1
+ PDF Chat Practical Maximum Pseudolikelihood for Spatial Point Patterns 2000 Adrian Baddeley
Rolf Turner
1
+ A Latent Process Model for Temporal Extremes 2013 Paola Bortot
Carlo Gaetan
1
+ PDF Chat Multivariate Hawkes processes: an application to financial data 2011 Paul Embrechts
Thomas Liniger
Lu Lin
1
+ PDF Chat An Adaptive Metropolis Algorithm 2001 Heikki Haario
Eero Saksman
J. Tamminen
1
+ A flexible extreme value mixture model 2011 Anna Elizabeth MacDonald
Carl Scarrott
D. Lee
Ben Darlow
Marco Reale
Gene Marshall Russell
1
+ Nonparametric Estimation for Self-Exciting Point Processes—A Parsimonious Approach 2015 Feng Chen
Peter Hall
1