Modelling Dyadic Interaction with Hawkes Processes
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DOI: 10.1007/s11336-013-9329-1
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- Laurent Lesage & Madalina Deaconu & Antoine Lejay & Jorge Augusto Meira & Geoffrey Nichil & Radu State, 2022. "Hawkes processes framework with a Gamma density as excitation function: application to natural disasters for insurance," Post-Print hal-03040090, HAL.
- Laurent Lesage & Madalina Deaconu & Antoine Lejay & Jorge Augusto Meira & Geoffrey Nichil & Radu State, 2022. "Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance," Methodology and Computing in Applied Probability, Springer, vol. 24(4), pages 2509-2537, December.
- Vipul Aggarwal & Elina H. Hwang & Yong Tan, 2021. "Learning to Be Creative: A Mutually Exciting Spatiotemporal Point Process Model for Idea Generation in Open Innovation," Information Systems Research, INFORMS, vol. 32(4), pages 1214-1235, December.
- Li, Zhongping & Cui, Lirong & Chen, Jianhui, 2018. "Traffic accident modelling via self-exciting point processes," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 312-320.
- Laurent Lesage & Madalina Deaconu & Antoine Lejay & Jorge Augusto Meira & Geoffrey Nichil & Radu State, 2020. "Hawkes processes framework with a Gamma density as excitation function: application to natural disasters for insurance," Working Papers hal-03040090, HAL.
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Keywords
dyadic interaction; event sampling; Hawkes processes; EM algorithm; maximum likelihood;All these keywords.
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