Parameter estimation of the intensity process of self-exciting point processes using the EM algorithm

Hiroyuki Mino. Parameter estimation of the intensity process of self-exciting point processes using the EM algorithm. IEEE T. Instrumentation and Measurement, 50(3):658-664, 2001. [doi]

@article{Mino01-1,
  title = {Parameter estimation of the intensity process of self-exciting point processes using the EM algorithm},
  author = {Hiroyuki Mino},
  year = {2001},
  doi = {10.1109/19.930437},
  url = {http://dx.doi.org/10.1109/19.930437},
  researchr = {https://researchr.org/publication/Mino01-1},
  cites = {0},
  citedby = {0},
  journal = {IEEE T. Instrumentation and Measurement},
  volume = {50},
  number = {3},
  pages = {658-664},
}