Non parametric Bayesian estimation for Hawkes processes

Sophie Donnet (1) , Judith Rousseau (2) , Vincent Rivoirard (2)

1 MIA-Paris - Mathématiques et Informatique Appliquées
2 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision

Non parametric Bayesian estimation for Hawkes processes. International Society for Bayesian Analysis World Meeting, ISBA 2014

Mots clés: Hawkes processes; Non parametric Bayesian estimation

Domaines: Sciences du Vivant [q-bio]

Sophie Donnet, Judith Rousseau, Vincent Rivoirard. Non parametric Bayesian estimation for Hawkes processes. International Society for Bayesian Analysis World Meeting, ISBA 2014, Jul 2014, Cancun, Mexico. pp.1. ⟨hal-01565527⟩