A flexible family of parametric models for intensity processes is introduced to represent a causal relationship between a point process and another stochastic process. Algorithms for the maximum likelihood computation and the procedure of model selection are discussed.
CITATION STYLE
Ogata, Y., & Akaike, H. (1982). On Linear Intensity Models for Mixed Doubly Stochastic Poisson and Self-exciting Point Processes (pp. 269–274). https://doi.org/10.1007/978-1-4612-1694-0_20
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