Population viewpoint on Hawkes processes
From MaRDI portal
Publication:5740698
DOI10.1017/apr.2016.10zbMath1343.60059arXiv1504.06563OpenAlexW2952178447MaRDI QIDQ5740698
Publication date: 27 July 2016
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.06563
Laplace transformthinningimmigrationbranchingnonstationarityHawkes processesPoisson point measureage pyramid
Martingales with continuous parameter (60G44) Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (6)
Classification of flash crashes using the Hawkes(p,q)framework ⋮ On the cumulant transforms for Hawkes processes ⋮ A palm space approach to non-linear Hawkes processes ⋮ A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK ⋮ Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case ⋮ The endo–exo problem in high frequency financial price fluctuations and rejecting criticality
This page was built for publication: Population viewpoint on Hawkes processes