Hawkes process with tempered Mittag-Leffler kernel

DOI10.1016/J.SPL.2026.110661MaRDI QIDQ7255844zbMATH OpenFDO

Authors Neha Gupta, Aditya Maheshwari

Publication date 1 June 2026

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2026.110661

zbMATH Keywords

Hawkes processsimulationtempered Mittag-Leffler function

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites work

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