A fractional Hawkes process. II: Further characterization of the process

DOI10.1016/J.PHYSA.2023.128596OpenAlexW4321438674MaRDI QIDQ2690922

A. G. Hawkes, Jing Chen, Jane A. Aduda, Cassien Habyarimana, Federico Polito, Enrico Scalas

Publication date: 17 March 2023

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2211.02583

zbMATH Keywords

point processesfractional calculusHawkes processesMittag-Leffler distribution

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (1)

Fractional-Hawkes

Uses Software

• R
• invLT

Cites Work

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• Fractional Calculus: Integral and Differential Equations of Fractional Order
• Handbook of Approximate Bayesian Computation
• Special Functions for Applied Scientists
• Spectra of some self-exciting and mutually exciting point processes

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