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1612.06109
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Discretization of Self-Exciting Peaks Over Threshold Models
19 December 2016
Daisuke Kurisu
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Papers citing
"Discretization of Self-Exciting Peaks Over Threshold Models"
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Title
Nonparametric estimation of Hawkes processes with RKHSs
Anna Bonnet
Maxime Sangnier
99
0
0
01 Nov 2024
FaDIn: Fast Discretized Inference for Hawkes Processes with General Parametric Kernels
Guillaume Staerman
Cédric Allain
Alexandre Gramfort
Thomas Moreau
102
5
0
10 Oct 2022
1
