Stindl, Tom; Chen, Feng Accelerating the estimation of renewal Hawkes self-exciting point processes. (English) Zbl 1475.62058 Stat. Comput. 31, No. 3, Paper No. 26, 17 p. (2021). MSC: 62-08 60G55 PDFBibTeX XMLCite \textit{T. Stindl} and \textit{F. Chen}, Stat. Comput. 31, No. 3, Paper No. 26, 17 p. (2021; Zbl 1475.62058) Full Text: DOI
Stindl, Tom; Chen, Feng Modeling extreme negative returns using marked renewal Hawkes processes. (English) Zbl 1434.62177 Extremes 22, No. 4, 705-728 (2019). MSC: 62M09 60G55 62P05 91B84 62M20 62M10 PDFBibTeX XMLCite \textit{T. Stindl} and \textit{F. Chen}, Extremes 22, No. 4, 705--728 (2019; Zbl 1434.62177) Full Text: DOI
Chen, Feng; Tan, Wai Hong Marked self-exciting point process modelling of information diffusion on twitter. (English) Zbl 1411.62357 Ann. Appl. Stat. 12, No. 4, 2175-2196 (2018). MSC: 62P25 60G55 62M20 PDFBibTeX XMLCite \textit{F. Chen} and \textit{W. H. Tan}, Ann. Appl. Stat. 12, No. 4, 2175--2196 (2018; Zbl 1411.62357) Full Text: DOI arXiv Euclid
Stindl, Tom; Chen, Feng Likelihood based inference for the multivariate renewal Hawkes process. (English) Zbl 1469.62146 Comput. Stat. Data Anal. 123, 131-145 (2018). MSC: 62-08 60G55 62M10 62M30 86A15 PDFBibTeX XMLCite \textit{T. Stindl} and \textit{F. Chen}, Comput. Stat. Data Anal. 123, 131--145 (2018; Zbl 1469.62146) Full Text: DOI
Bai, Fangfang; Chen, Feng; Chen, Kani Semiparametric estimation of a self-exciting regression model with an application in recurrent event data analysis. (English) Zbl 1377.62098 Stat. Sin. 25, No. 4, 1503-1526 (2015). MSC: 62G05 60G55 PDFBibTeX XMLCite \textit{F. Bai} et al., Stat. Sin. 25, No. 4, 1503--1526 (2015; Zbl 1377.62098) Full Text: DOI
Chen, Feng; Hall, Peter Inference for a nonstationary self-exciting point process with an application in ultra-high frequency financial data modeling. (English) Zbl 1411.60074 J. Appl. Probab. 50, No. 4, 1006-1024 (2013). MSC: 60G55 60F05 62F12 62P20 PDFBibTeX XMLCite \textit{F. Chen} and \textit{P. Hall}, J. Appl. Probab. 50, No. 4, 1006--1024 (2013; Zbl 1411.60074) Full Text: DOI Euclid
Chen, Feng; Yip, Paul S. F.; Lam, K. F. On the local polynomial estimators of the counting process intensity function and its derivatives. (English) Zbl 1246.60074 Scand. J. Stat. 38, No. 4, 631-649 (2011). MSC: 60G55 62G08 62G07 62G20 62N02 62P25 62P35 PDFBibTeX XMLCite \textit{F. Chen} et al., Scand. J. Stat. 38, No. 4, 631--649 (2011; Zbl 1246.60074) Full Text: DOI
Li, Zehui; Zhu, Jinxia; Chen, Feng Study of a risk model based on the entrance process. (English) Zbl 1067.62105 Stat. Probab. Lett. 72, No. 1, 1-10 (2005). MSC: 62P05 60F05 91B30 60G55 PDFBibTeX XMLCite \textit{Z. Li} et al., Stat. Probab. Lett. 72, No. 1, 1--10 (2005; Zbl 1067.62105) Full Text: DOI