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Communications in Statistics - Simulation and Computation Volume 48, 2019 - Issue 10
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Original Articles

Partial self-exciting point processes and their parameter estimations

Lirong CuiSchool of Management and Economics, Beijing Institute of Technology, Beijing, China; Correspondence[email protected]
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,
Zhongping LiSchool of Management and Economics, Beijing Institute of Technology, Beijing, China; View further author information
&
He YiSchool of Mathematics and Statistics, Beijing Institute of Technology, Beijing, ChinaView further author information
Pages 2913-2935 | Received 23 Nov 2017, Accepted 13 Apr 2018, Published online: 04 Dec 2018

Citations (9)

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Read on this site (5)

Tomasz R. Bielecki, Jacek Jakubowski & Mariusz Niewęgłowski. (2023) Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources. Stochastic Models 39:3, pages 537-565.
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Lirong Cui, He Yi & Narayanaswamy Balakrishnan. (2023) State space splitting of a finite markov process and some discussions on related counting processes. Communications in Statistics - Theory and Methods 52:11, pages 4021-4052.
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Lirong Cui, Fengming Kang & Jingyuan Shen. (2023) Maintenance planning estimations and policies optimization for single-unit systems using Hawkes processes. Quality Technology & Quantitative Management 20:2, pages 211-235.
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Lirong Cui & Jingyuan Shen. (2021) An extension of Hawkes processes with ephemeral nearest effects. Stochastic Models 37:2, pages 335-366.
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Zhongping Li & Lirong Cui. (2020) Numerical method for means of linear Hawkes processes. Communications in Statistics - Theory and Methods 49:15, pages 3681-3697.
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Articles from other publishers (4)

Zhenggeng Ye, Zhiqiang Cai, Shubin Si & Fuli Zhou. (2021) Operational reliability and quality loss of diversely configurated manufacturing cells with heterogeneous feedstocks. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability 236:6, pages 955-967.
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Lirong Cui, Bei Wu & Juan Yin. (2021) Moments for Hawkes Processes with Gamma Decay Kernel Functions. Methodology and Computing in Applied Probability 24:3, pages 1565-1601.
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Zhenggeng Ye, Zhiqiang Cai & Hui Yang. (2020) Reliability Analysis of Manufacturing Machine with Degradation and Low-quality Feedstocks. Reliability Analysis of Manufacturing Machine with Degradation and Low-quality Feedstocks.
Lirong Cui, Alan Hawkes & He Yi. (2020) An elementary derivation of moments of Hawkes processes. Advances in Applied Probability 52:1, pages 102-137.
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