Some monotonicity and dependence properties of self-exciting point processes

DOI10.1214/aoap/1035463329zbMath1002.60538OpenAlexW2003263980MaRDI QIDQ1354839

Ryszard Szekli, Andrzej Kwieciński

Publication date: 10 November 2002

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1035463329

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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