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N°14-53: Estimation of the Hawkes Process With Renewal Immigration Using the EM Algorithm , V. Filimonov, D. Sornette, and S. Wheatley, 2014.

N°14-53: Estimation of the Hawkes Process With Renewal Immigration Using the EM Algorithm , V. Filimonov, D. Sornette, and S. Wheatley, 2014.

AuthorD. Sornette, V. Filimonov, S. Wheatley
CatégorieWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2477432

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