Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Saad Labyad"'
Autor:
Álvaro Cartea, Samuel N. Cohen, Rob Graumans, Saad Labyad, Leandro Sánchez-Betancourt, Leon van Veldhuijzen
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d8df6ac657e8c4bb814e09e51bb9daa2
https://doi.org/10.2139/ssrn.4442770
https://doi.org/10.2139/ssrn.4442770
Linear multivariate Hawkes processes (MHP) are a fundamental class of point processes with self-excitation. When estimating parameters for these processes, a difficulty is that the two main error functionals, the log-likelihood and the least squares
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fa51f9aa37b6a47a6821b9e85011e345
http://arxiv.org/abs/2111.10637
http://arxiv.org/abs/2111.10637
