To cite the RHawkes package, please use:

Chen F, Stindl T (2018). “Direct Likelihood Evaluation for the Renewal Hawkes Process.” Journal of Computational and Graphical Statistics, 27(1), 119-131. doi:10.1080/10618600.2017.1341324.

Chen F, Stindl T (2021). “Accelerating the estimation of renewal Hawkes self-exciting point processes.” Statistics and Computing, 31(26), 1-26. doi:10.1007/s11222-021-10002-0.

Chen F, Stindl T (2022). RHawkes: Renewal Hawkes Process. R package version 1.0, https://cran.r-project.org/package=RHawkes.

Corresponding BibTeX entries:

  @Article{,
    title = {Direct Likelihood Evaluation for the Renewal Hawkes
      Process},
    journal = {Journal of Computational and Graphical Statistics},
    volume = {27},
    number = {1},
    pages = {119-131},
    year = {2018},
    doi = {10.1080/10618600.2017.1341324},
    author = {Feng Chen and Tom Stindl},
  }

  @Article{,
    title = {Accelerating the estimation of renewal Hawkes
      self-exciting point processes},
    journal = {Statistics and Computing},
    volume = {31},
    number = {26},
    pages = {1-26},
    year = {2021},
    doi = {10.1007/s11222-021-10002-0},
    author = {Feng Chen and Tom Stindl},
  }

  @Manual{,
    title = {RHawkes: Renewal Hawkes Process},
    author = {Feng Chen and Thomas Stindl},
    year = {2022},
    note = {R package version 1.0},
    url = {https://cran.r-project.org/package=RHawkes},
  }