| Direct likelihood evaluation for the renewal Hawkes process F Chen, T Stindl Journal of Computational and Graphical Statistics 27 (1), 119-131, 2018 | 27 | 2018 |
| Modeling extreme negative returns using marked renewal Hawkes processes T Stindl, F Chen Extremes 22 (4), 705-728, 2019 | 13 | 2019 |
| Likelihood based inference for the multivariate renewal Hawkes process T Stindl, F Chen Computational Statistics & Data Analysis 123, 131-145, 2018 | 10 | 2018 |
| Accelerating the estimation of renewal Hawkes self-exciting point processes T Stindl, F Chen Statistics and Computing 31 (3), 26, 2021 | 8 | 2021 |
| Spatiotemporal ETAS model with a renewal main-shock arrival process T Stindl, F Chen Journal of the Royal Statistical Society Series C: Applied Statistics 71 (5 …, 2022 | 5 | 2022 |
| Stochastic declustering of earthquakes with the spatiotemporal renewal ETAS model T Stindl, F Chen The Annals of Applied Statistics 17 (4), 3173-3194, 2023 | 2 | 2023 |
| EM algorithm for the estimation of the RETAS model T Stindl, F Chen Journal of Computational and Graphical Statistics, 1-11, 2023 | 2 | 2023 |
| Forecasting intraday market risk: A marked self-exciting point process with exogenous renewals T Stindl Journal of Empirical Finance 70, 182-198, 2023 | 1 | 2023 |
| Estimating the Hawkes process from a discretely observed sample path F Chen, J Kwan, T Stindl arXiv preprint arXiv:2401.11075, 2024 | | 2024 |
| Statistical inference for renewal Hawkes self-exciting point processes T Stindl UNSW Sydney, 2019 | | 2019 |
Feng ChenUNSW Sydney (The University of New South Wales)Verified email at unsw.edu.au
Feng ChenUNSW Sydney (The University of New South Wales)Verified email at unsw.edu.au