Multivariate Hawkes process allowing for common shocks (Q6650757)
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scientific article; zbMATH DE number 7955927
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Hawkes process allowing for common shocks |
scientific article; zbMATH DE number 7955927 |
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Multivariate Hawkes process allowing for common shocks (English)
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9 December 2024
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Hawkes process
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multiple jumps
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common shocks
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infinitesimal generator
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Laplace transform
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