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Perfect simulation of Hawkes processes - MaRDI portal

Perfect simulation of Hawkes processes (Q5697194)

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scientific article; zbMATH DE number 2214585
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English
Perfect simulation of Hawkes processes
scientific article; zbMATH DE number 2214585

    Statements

    title
    Perfect simulation of Hawkes processes (English)
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    publication date
    17 October 2005
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    zbMATH Keywords
    dominated coupling from the past
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    edge effect
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    marked point process
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    point process
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    Poisson cluster process
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    thinning
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    upper process
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    lower process
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    Identifiers

    zbMATH DE Number
    2214585
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    OpenAlex ID
    W2167409531
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    Wikidata QID
    Q98382968
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