Estimation, diagnostics, and extensions of nonparametric Hawkes processes with kernel functions
Estimation, diagnostics, and extensions of nonparametric Hawkes processes with kernel functions
Abstract The Hawkes self-exciting model has become one of the most popular point-process models in many research areas in the natural and social sciences because of its capacity for investigating the clustering effect and positive interactions among individual events/particles. This article discusses a general nonparametric framework for the estimation, extensions, …