Regenerative properties of the linear Hawkes process with unbounded memory

DOI10.1214/21-AAP1664zbMath1484.60055arXiv1905.11053OpenAlexW2946095655MaRDI QIDQ2075331

Carl Graham

Publication date: 14 February 2022

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

Full work available at URL: https://arxiv.org/abs/1905.11053

zbMATH Keywords

Laplace transformslong-time asymptoticsPoisson cluster processesregenerative processesinfinite-server queues

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Laplace transform (44A10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

Related Items (3)

Limit theorems for Hawkes processes including inhibition ⋮ Bayesian estimation of nonlinear Hawkes processes ⋮ A palm space approach to non-linear Hawkes processes

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