most citedLikelihood inference of the non-stationary Hawkes process with non-exponential kernel

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math.ST2024★ 1 cited

Likelihood inference of the non-stationary Hawkes process with non-exponential kernel

Tsz-Kit Jeffrey Kwan, Feng Chen, William Dunsmuir

The Hawkes process is a popular point process model for event sequences that exhibit temporal clustering. The intensity process of a Hawkes process consists of two components, the…