Bayesian Inference for Hawkes Processes

Published 2011 View Full Article

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Title
Bayesian Inference for Hawkes Processes
Authors
Keywords
Bayesian inference, Cluster process, Hawkes process, Markov chain Monte Carlo, Missing data, Point process, 60G55
Journal
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY
Volume 15, Issue 3, Pages 623-642
Publisher
Springer Nature
Online
2011-12-19
DOI
10.1007/s11009-011-9272-5
References
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