Numerical method for means of linear Hawkes processes
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Publication:5077453
DOI10.1080/03610926.2020.1713374OpenAlexW3002792803MaRDI QIDQ5077453
Publication date: 18 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1713374
Related Items (4)
Moments for Hawkes processes with gamma decay kernel functions ⋮ Infinite-server systems with Hawkes arrivals and Hawkes services ⋮ State space splitting of a finite markov process and some discussions on related counting processes ⋮ An extension of Hawkes processes with ephemeral nearest effects
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Cites Work
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