4 citations · 4 across the 2 of their papers we have counts for
2 papers
math.ST2021
Sparse estimation for generalized exponential marked Hawkes process
Masatoshi Goda
We have established a sparse estimation method for the generalized exponential marked Hawkes process by the penalized method to the ordinary method (P-O) estimator. Furthermore, we…
math.ST2020★ 4 cited
Hawkes process and Edgeworth expansion with application to maximum likelihood estimator
Masatoshi Goda
The Hawks process is a point process with a self-exciting property. It has been used to model earthquakes, social media events, infections, etc., and is getting a lot of attention.…