Approximate simulation of Hawkes processes
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Publication:2433253
DOI10.1007/s11009-006-7288-zzbMath1101.60032MaRDI QIDQ2433253
Jakob Gulddahl Rasmussen, Jesper Møller
Publication date: 27 October 2006
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://vbn.aau.dk/da/publications/15b03080-278a-11db-8514-000ea68e967b
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
The Hawkes Process with Different Exciting Functions and its Asymptotic Behavior, Bayesian inference for Hawkes processes, The pair correlation function of spatial Hawkes processes
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