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Measuring discrepancies between Poisson and exponential Hawkes processes - MaRDI portal

Measuring discrepancies between Poisson and exponential Hawkes processes (Q2241507)

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scientific article
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English
Measuring discrepancies between Poisson and exponential Hawkes processes
scientific article

    Statements

    title
    Measuring discrepancies between Poisson and exponential Hawkes processes (English)
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    author
    Rachele Foschi
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    publication date
    9 November 2021
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    zbMATH Keywords
    stochastic intensity
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    self-excitation
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    inter-arrival times
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    clusters
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    Identifiers

    zbMATH DE Number
    7422327
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    Wikidata QID
    Q115603557
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    OpenAlex ID
    W3105275476
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