(Almost) complete characterization of the stability of a discrete-time Hawkes process with inhibition and memory of length two
type: Item
instance of: scholarly article
title: (Almost) complete characterization of the stability of a discrete-time Hawkes process with inhibition and memory of length two
author: Manon Costa
author: P. Maillard
author: Anthony Muraro
published in: Journal of Applied Probability
publication date: 2024-11-15T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 39A30
zbMATH DE Number: 7945550
zbMATH Keywords: Hawkes process
zbMATH Keywords: inhibition
zbMATH Keywords: Markov chain
zbMATH Keywords: autoregressive process
zbMATH Keywords: ergodicity
zbMATH Keywords: Lyapunov functions
MaRDI profile type: Publication
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DOI: 10.1017/JPR.2024.28
description: scientific article; zbMATH DE number 7945550