"Parameter estimation of the intensity process of self-exciting point ..."

Hiroyuki Mino (2001)

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DOI: 10.1109/19.930437

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type: Journal Article

metadata version: 2020-06-08

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Hiroyuki Mino:
Parameter estimation of the intensity process of self-exciting point processes using the EM algorithm. IEEE Trans. Instrum. Meas. 50(3): 658-664 (2001)

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