A maximum likelihood method is introduced to estimate the burst-merging kernel from time series data, tested on synthetic models and applied to empirical examples.
Leyvraz, Scaling theory and exactly solved models in the kinetics of irreversible aggregation, Physics Reports 383, 95 (2003)
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Maximum likelihood estimation of burst-merging kernels for bursty time series
A maximum likelihood method is introduced to estimate the burst-merging kernel from time series data, tested on synthetic models and applied to empirical examples.