4 citations · 6 across the 2 of their papers we have counts for
2 papers
stat.ME2021★ 2 cited
A Parameter Estimation Method for Multivariate Aggregated Hawkes Processes
Leigh Shlomovich, Edward A. K. Cohen, Niall Adams
It is often assumed that events cannot occur simultaneously when modelling data with point processes. This raises a problem as real-world data often contains synchronous observatio…
stat.ME2020★ 4 cited
A Monte Carlo EM Algorithm for the Parameter Estimation of Aggregated Hawkes Processes
Leigh Shlomovich, Edward Cohen, Niall Adams +1
A key difficulty that arises from real event data is imprecision in the recording of event time-stamps. In many cases, retaining event times with a high precision is expensive due…