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Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 7 years, 4 months
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  • Last seen May 23 at 18:25

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7 Finding the MLE for a univariate exponential Hawkes process Jan 14 '13
3 Does this look like a Cauchy distribution? Mar 1 '15
1 What are the closed-form expressions for the moments of the (exponential) Hawkes process? Mar 17 '17
1 INARFIMA (integer-valued autoregressive fractionally integerated moving average), where is the error? Aug 15 '17
1 can a vector of strictly positive values have a negative autocorrelation at any lag? Nov 10 '18
1 How to show the variance of the inter-arrival time of a Cox process driven by a Poisson process of constant intensity $\lambda$ is $3\lambda$ May 18 '19
0 Simulating a (discretized) Cox process via binomial sampling Mar 4 '19
0 Hawkes processes: interpretation of maximum likelihood estimates disagreeing with moment estimator estimates? Oct 11 '17
-1 Does this look like a Cauchy distribution? Dec 20 '17

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