Partial self-exciting point processes and their parameter estimations
Author:
Affiliation:
1. School of Management and Economics, Beijing Institute of Technology, Beijing, China;
2. School of Mathematics and Statistics, Beijing Institute of Technology, Beijing, China
Funder
National Natural Science Foundation of China
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2018.1468463
Reference28 articles.
1. Hawkes Processes in Finance
2. Application of Branching Models in the Study of Invasive Species
3. Reliability for systems with self-healing effect under shock models
4. A dynamic contagion process
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