Moments for Hawkes processes with gamma decay kernel functions (Q2157395)
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scientific article; zbMATH DE number 7565020
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Moments for Hawkes processes with gamma decay kernel functions |
scientific article; zbMATH DE number 7565020 |
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Moments for Hawkes processes with gamma decay kernel functions (English)
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28 July 2022
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Hawkes process
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moments
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Gamma decay kernel function
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compound gamma decay kernel function
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Dynkin's formula
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0.8526623249053955
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0.7569478750228882
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0.7559999823570251
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0.7537496089935303
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0.7522844672203064
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