MLE of Hawkes' self-exciting point processes
T.Ozaki’s paper titled, “Maximum likelihood estimation of Hawkes' self-exciting point processes”, deals with the univariate Hawkes’ process. The paper gives a detailed method to obtain the ML estimates of the process. In order to verify the ML estimates, the author simulates the process and compares the true vs. estimated parameters. I found a typo in one of the expressions for the gradient. In any case, R provides nlm function, that computes the gradient and hessian numerically.