Approximate simulation of Hawkes processes (Q2433253)

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Approximate simulation of Hawkes processes
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    title
    Approximate simulation of Hawkes processes (English)
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    author
    Jesper Møller
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    publication date
    27 October 2006
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    zbMATH DE Number
    5068154
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    zbMATH Keywords
    edge effects
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    Marked point process
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    Poisson cluster process
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    simulation
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