Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources (Q6115890)
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scientific article; zbMATH DE number 7725437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources |
scientific article; zbMATH DE number 7725437 |
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Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources (English)
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10 August 2023
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epidemiology
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generalized Hawkes process
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generalized multivariate Hawkes process
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Hawkes kernel
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insurance
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multivariate marked point process
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mutual excitation
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predictable compensator
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random measure
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