Interacting Hawkes processes with multiplicative inhibition
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Publication:2132533
DOI10.1016/j.spa.2022.02.008zbMath1492.60134arXiv2105.10597OpenAlexW3165247691MaRDI QIDQ2132533
Christophe Pouzat, Céline Duval, Eric Luçon
Publication date: 28 April 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.10597
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Limit theorems in probability theory (60F99)
Related Items (2)
Multivariate Hawkes processes on inhomogeneous random graphs ⋮ Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity
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