Locally stationary Hawkes processes (Q271846)

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Locally stationary Hawkes processes
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    Statements

    title
    Locally stationary Hawkes processes (English)
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    author
    Rainer von Sachs
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    Laure Sansonnet
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    François Roueff
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    publication date
    20 April 2016
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    zbMATH Keywords
    Hawkes processes
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    point processes
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    locally stationary processes
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    Bartlett spectrum
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    time-frequency analysis
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    Identifiers

    Mathematics Subject Classification ID
    60G55
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    60G10
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    62M15
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    46N30
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    zbMATH DE Number
    6570908
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