To cite the IHSEP package, please use:

Chen, F. (2011) Maximum Local Partial Likelihood Estimators for the Counting Process Intensity Function and Its Derivatives. Statistica Sinica 21(1):107-128.

Chen, F., Huggins, R.M., Yip, P.S.F. and Lam, K.F. (2008) Nonparametric estimation of multiplicative counting process intensity functions with an application to the Beijing SARS epidemic. Communications in Statistics - Theory and Methods 37(2):294-306

Chen, F., Yip, P.S.F. and Lam, K.F. (2011) Inference for a non-stationary self-exciting point process with an application in ultra-high frequency financial data modeling. Scandinavian Journal of Statistics 38(4):631-649.

Chen, F. (2022) lpint: Local Polynomial Estimators of Intensity Function or Its Derivatives. R package 2.1. https://CRAN.R-project.org/package=lpint

Corresponding BibTeX entries:

  @Article{,
    title = {Maximum Local Partial Likelihood Estimators for the
      Counting Process Intensity Function and Its Derivatives},
    journal = {Statistica Sinica},
    volume = {21},
    number = {1},
    pages = {107-128},
    year = {2011},
    author = {Feng Chen},
  }

  @Article{,
    title = {Nonparametric estimation of multiplicative counting
      process intensity functions with an application to the Beijing
      SARS epidemic},
    journal = {Communications in Statistics - Theory and Methods},
    volume = {37},
    number = {2},
    pages = {294-306},
    year = {2008},
    author = {Feng Chen and Richard M. Huggins and Paul S. F. Yip and
      K. F. Lam},
  }

  @Article{,
    title = {On the Local Polynomial Estimators of the Counting Process
      Intensity Function and its Derivatives},
    journal = {Scandinavian Journal of Statistics},
    volume = {38},
    number = {4},
    pages = {631-649},
    year = {2011},
    author = {Feng Chen and Paul S. F. Yip and K. F. Lam},
  }

  @Manual{,
    title = {lpint: Local Polynomial Estimators of Intensity Function
      or Its Derivatives},
    year = {2022},
    author = {Feng Chen},
    url = {https://cran.r-project.org/package=lpint},
    note = {R package version 2.1},
  }