By Dr Tom James Stindl

Journal articles

Stindl T; Chen F, 2023, 'STOCHASTIC DECLUSTERING OF EARTHQUAKES WITH THE SPATIOTEMPORAL RENEWAL ETAS MODEL', Annals of Applied Statistics, 17, pp. 3173 - 3194, http://dx.doi.org/10.1214/23-AOAS1756

Stindl T; Chen F, 2023, 'EM algorithm for the estimation of the RETAS model', Journal of Computational and Graphical Statistics, http://dx.doi.org/10.1080/10618600.2023.2253293

Stindl T; Chen F, 2023, 'Stochastic declustering of earthquakes with the spatiotemporal renewal ETAS model', Annals of Applied Statistics, http://dx.doi.org/10.1080/10618600.2023.2253293

Stindl T, 2023, 'Forecasting intraday market risk: A marked self-exciting point process with exogenous renewals', Journal of Empirical Finance, 70, pp. 182 - 198, http://dx.doi.org/10.1016/j.jempfin.2022.12.005

Stindl T; Chen F, 2022, 'Spatiotemporal ETAS model with a renewal main-shock arrival process', Journal of the Royal Statistical Society Series C: Applied Statistics, 71, pp. 1356 - 1380, http://dx.doi.org/10.1111/rssc.12579

Stindl T; Chen F, 2021, 'Accelerating the estimation of renewal Hawkes self-exciting point processes', Statistics and Computing, https://web.maths.unsw.edu.au/~fengchen/pubs/StindlChen2021-FastRH.pdf

Stindl T; Chen F, 2019, 'Modeling extreme negative returns using marked renewal Hawkes processes', Extremes, 22, pp. 705 - 728, http://dx.doi.org/10.1007/s10687-019-00352-4

stindl ; Chen F, 2018, 'Likelihood Based Inference for the Multivariate Renewal Hawkes Process', Computational Statistics and Data Analysis, 123, pp. 131 - 145, http://dx.doi.org/10.1016/j.csda.2018.01.021

Chen F; Stindl T, 2017, 'Direct Likelihood Evaluation for the Renewal Hawkes Process', Journal of Computational and Graphical Statistics, 27, pp. 119 - 131, http://dx.doi.org/10.1080/10618600.2017.1341324

Software / Code

Stindl T, 2018, Multivariate Renewal Hawkes Process, CRAN, R Package, Published: 15 August 2018, Software / Code, https://cran.r-project.org/web/packages/MRHawkes/index.html

Stindl T, 2017, Renewal Hawkes Process, CRAN, R Package, Published: 16 November 2017, Software / Code, https://cran.r-project.org/web/packages/RHawkes/index.html

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