Didier Sornette

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Vladimir Filimonov

> Home > Persons > Didier Sornette

Publications

2016
[j15]
- view
  authority control:
- export record
  dblp key:
  - journals/csda/WheatleyFS16
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/csda/WheatleyFS16
Spencer Wheatley, Vladimir Filimonov, Didier Sornette:
The Hawkes process with renewal immigration & its estimation with an EM algorithm. Comput. Stat. Data Anal. 94: 120-135 (2016)
2015
[j13]
- view
  authority control:
- export record
  dblp key:
  - journals/cnsns/FilimonovWS15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cnsns/FilimonovWS15
Vladimir Filimonov, Spencer Wheatley, Didier Sornette:
Effective measure of endogeneity for the Autoregressive Conditional Duration point processes via mapping to the self-excited Hawkes process. Commun. Nonlinear Sci. Numer. Simul. 22(Issues): 23-37 (2015)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.