hawkesbow5 years ago
Installation | Details of the package | The Hawkes process | Estimation procedure | Maximum likelihood estimation | Minimisation of the Whittle likelihood | Spectral density function of the count sequence | Main usage | Simulation of Hawkes processes | Examples | Plot function | Estimation of Hawkes processes | By maximum likelihood | By minimisation of the Whittle likelihood | Other functions | Reproduction kernels | The exponential kernel | The symmetric exponential kernel | The gaussian kernel | The power law kernel | The Pareto kernels | To be implemented | References