Markov-modulated Hawkes process with stepwise decay

Ting Wang, Mark Bebbington, David Harte

Type: Article

Publication Date: 2010-12-29

Citations: 30

DOI: https://doi.org/10.1007/s10463-010-0320-7

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Annals of the Institute of Statistical Mathematics - View

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Citing (20)

Action	Title	Year	Authors
+ PDF Chat	Stability of nonlinear Hawkes processes	1996	Pierre Brémaud Laurent Massoulié
+ PDF Chat	A Rapidly Convergent Descent Method for Minimization	1963	R. Fletcher M. J. D. Powell
+ PDF Chat	Asymptotically Efficient Selection of the Order of the Model for Estimating Parameters of a Linear Process	1980	Ritei Shibata
+	Space-Time Point-Process Models for Earthquake Occurrences	1998	Yosihiko Ogata
+	A Bayesian Analysis of the Minimum AIC Procedure	1998	Hirotugu Akaike
+ PDF Chat	An Introduction to the Theory of Point Processes	2007	D. J. Daley D. Vere-Jones
+	An EM algorithm for estimation in Markov-modulated Poisson processes	1996	Tobias Rydén
+	Statistical Models for Earthquake Occurrences and Residual Analysis for Point Processes	1988	Yosihiko Ogata
+	Cluster models for earthquakes: Regional comparisons	1976	L. Adamopoulos
+	Spectra of some self-exciting and mutually exciting point processes	1971	Alan G. Hawkes
+ PDF Chat	An optimal selection of regression variables	1981	Ritei Shibata
+ PDF Chat	Computing integrals involving the matrix exponential	1978	Charles Van Loan
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz
+	An Introduction to the Theory of Point Processes : Volume I: Elementary Theory and Methods	2003	D. J. Daley D. Vere‐Jones
+ PDF Chat	Modelling security market events in continuous time: Intensity based, multivariate point process models	2007	Clive G. Bowsher
+	A Bayesian analysis of the minimum AIC procedure	1978	Hirotugu Akaike
+ PDF Chat	An Introduction to the Theory of Point Processes.	1990	Alan F. Karr D. J. Daley D. Vere-Jones
+	Statistical Models for Earthquake Occurrences and Residual Analysis for Point Processes	1988	Yosihiko Ogata
+	Statistical models for earthquakes incorporating ancillary data : a thesis presented in partial fulfilment of the requirements for the degree of Doctor of Philosophy in Statistics at Massey University, Palmerston North, New Zealand	2010	Ting Wang
+ PDF Chat	Subcritical and supercritical regimes in epidemic models of earthquake aftershocks	2002	Agnès Helmstetter Didier Sornette