Vladimir Filimonov

Publication Activity (10 Years)

Years Active: 2014-2016
Publications (10 Years): 1

Top Topics

Finite Mixtures

Top Venues

Commun. Nonlinear Sci. Numer. Simul.

Comput. Stat. Data Anal.

Publications

Spencer Wheatley, Vladimir Filimonov, Didier Sornette
The Hawkes process with renewal immigration & its estimation with an EM algorithm. Comput. Stat. Data Anal. 94 (2016)
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) (2015)
Karsten Donnay, Vladimir Filimonov
Views to a war: systematic differences in media and military reporting of the war in Iraq. EPJ Data Sci. 3 (1) (2014)