(Almost) complete characterization of the stability of a discrete-time Hawkes process with inhibition and memory of length two (Q6639540)

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scientific article; zbMATH DE number 7945550
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(Almost) complete characterization of the stability of a discrete-time Hawkes process with inhibition and memory of length two
scientific article; zbMATH DE number 7945550

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    (Almost) complete characterization of the stability of a discrete-time Hawkes process with inhibition and memory of length two (English)
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    15 November 2024
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    Hawkes process
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    inhibition
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    Markov chain
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    autoregressive process
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    ergodicity
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    Lyapunov functions
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