Select Publications

Journal articles

Stindl T; Chen F, 2021, 'Accelerating the estimation of renewal Hawkes self-exciting point processes', Statistics and Computing,

Stindl T; Chen F, 2019, 'Modeling extreme negative returns using marked renewal Hawkes processes', Extremes, vol. 22, pp. 705 - 728,

stindl ; Chen F, 2018, 'Likelihood Based Inference for the Multivariate Renewal Hawkes Process', Computational Statistics and Data Analysis, vol. 123, pp. 131 - 145,

Chen F; Stindl T, 2017, 'Direct Likelihood Evaluation for the Renewal Hawkes Process', Journal of Computational and Graphical Statistics, vol. 27, pp. 119 - 131,

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