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Multivariate Hawkes processes
| Metadata Label | Value |
|---|---|
| Author(s): | Liniger, Thomas Josef |
| Publisher: | ETH |
| Citation: | Liniger, Thomas Josef. Multivariate Hawkes processes. ETH (2009). http://dx.doi.org/10.3929/ethz-a-006037599 |
| Document Type: | Doctoral and Habilitation Theses |
| Documents: |
Abstract
(55.15KB),
Fulltext
(1.56MB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | Multivariate Hawkes processes |
| Author(s) | Liniger, Thomas Josef |
| Publication Place | Zürich |
| Publisher | ETH |
| Publication Date | 2009 |
| Notes | Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 18403, 2009 |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-006037599 |
| Subject(s) | Mathematical Statistics |
| Keyword(s) |
POINT RANDOM PROCESSES PROBABILITY THEORY POISSON PROCESSES ESTIMATION OF PARAMETERS AND STATE ESTIMATION MATHEMATICAL STATISTICS |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Abstract |
eth-1112-01.pdf |
application/pdf | 55.15KB |
| Fulltext |
eth-1112-02.pdf |
application/pdf | 1.56MB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=006037599 |
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E-Collection record created: Thu, 22 Apr 2010, 04:27:26 CET