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Non parametric Bayesian estimation for Hawkes processes

hal.structure.identifierMathématiques et Informatique Appliquées [MIA-Paris]
dc.contributor.authorDonnet, Sophie
HAL ID: 14568
ORCID: 0000-0003-4370-7316
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorRousseau, Judith
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorRivoirard, Vincent
dc.date.accessioned2019-02-27T13:50:38Z
dc.date.available2019-02-27T13:50:38Z
dc.date.issued2014
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/18498
dc.language.isoenen
dc.subjectNon parametric Bayesian estimationen
dc.subjectHawkes processesen
dc.subject.ddc520en
dc.titleNon parametric Bayesian estimation for Hawkes processesen
dc.typeCommunication / Conférence
dc.description.abstractenNon parametric Bayesian estimation for Hawkes processes. International Society for Bayesian Analysis World Meeting, ISBA 2014en
dc.relation.ispartoftitleInternational Society for Bayesian Analysis World Meeting, ISBA 2014en
dc.subject.ddclabelSciences connexes (physique, astrophysique)en
dc.relation.conftitleInternational Society for Bayesian Analysis World Meeting, ISBA 2014en
dc.relation.confdate2014-07
dc.relation.confcityCancunen
dc.relation.confcountryMexicoen
dc.relation.forthcomingnonen
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewednonen
dc.relation.Isversionofjnlpeerreviewednonen
dc.date.updated2019-02-27T13:47:21Z
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