Thumbnail - Request a copy

Non parametric Bayesian estimation for Hawkes processes

Donnet, Sophie; Rousseau, Judith; Rivoirard, Vincent (2014), Non parametric Bayesian estimation for Hawkes processes, International Society for Bayesian Analysis World Meeting, ISBA 2014

Type
Communication / Conférence
Date
2014
Conference title
International Society for Bayesian Analysis World Meeting, ISBA 2014
Conference date
2014-07
Conference city
Cancun
Conference country
Mexico
Book title
International Society for Bayesian Analysis World Meeting, ISBA 2014
Metadata
Show full item record
Author(s)
Donnet, Sophie cc
Mathématiques et Informatique Appliquées [MIA-Paris]
Rousseau, Judith
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Rivoirard, Vincent
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (EN)
Non parametric Bayesian estimation for Hawkes processes. International Society for Bayesian Analysis World Meeting, ISBA 2014
Subjects / Keywords
Non parametric Bayesian estimation; Hawkes processes