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To cite the RHawkes package, please use:
Chen F, Stindl T (2018). “Direct Likelihood Evaluation for the Renewal Hawkes Process.” Journal of Computational and Graphical Statistics, 27(1), 119-131. doi:10.1080/10618600.2017.1341324.
Chen F, Stindl T (2021). “Accelerating the estimation of renewal Hawkes self-exciting point processes.” Statistics and Computing, 31(26), 1-26. doi:10.1007/s11222-021-10002-0.
Chen F, Stindl T (2022). RHawkes: Renewal Hawkes Process. R package version 1.0, https://cran.r-project.org/package=RHawkes.
Corresponding BibTeX entries:
@Article{,
title = {Direct Likelihood Evaluation for the Renewal Hawkes
Process},
journal = {Journal of Computational and Graphical Statistics},
volume = {27},
number = {1},
pages = {119-131},
year = {2018},
doi = {10.1080/10618600.2017.1341324},
author = {Feng Chen and Tom Stindl},
}
@Article{,
title = {Accelerating the estimation of renewal Hawkes
self-exciting point processes},
journal = {Statistics and Computing},
volume = {31},
number = {26},
pages = {1-26},
year = {2021},
doi = {10.1007/s11222-021-10002-0},
author = {Feng Chen and Tom Stindl},
}
@Manual{,
title = {RHawkes: Renewal Hawkes Process},
author = {Feng Chen and Thomas Stindl},
year = {2022},
note = {R package version 1.0},
url = {https://cran.r-project.org/package=RHawkes},
}
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