Clustering Effects via Hawkes Processes

DOI10.1007/978-981-15-1576-7_3zbMath1453.60100OpenAlexW3011160991MaRDI QIDQ5132613

Guillaume Bernis, Simone Scotti

Publication date: 12 November 2020

Published in: Mathematical Lectures from Peking University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-1576-7_3

zbMATH Keywords

clustersHawkes processesbranching processes with immigrationself-exciting property

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Self-similar stochastic processes (60G18) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

Interest Rates Term Structure Models Driven by Hawkes Processes

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