Perfect simulation of Hawkes processes

DOI10.1239/aap/1127483739zbMath1074.60057OpenAlexW2167409531WikidataQ98382968 ScholiaQ98382968MaRDI QIDQ5697194

Jakob Gulddahl Rasmussen, Jesper Møller

Publication date: 17 October 2005

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1127483739

zbMATH Keywords

thinningpoint processmarked point processedge effectPoisson cluster processdominated coupling from the pastlower processupper process

Mathematics Subject Classification ID

Related Items (27)

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