Construction and simulation of generalized multivariate Hawkes processes (Q2684947)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction and simulation of generalized multivariate Hawkes processes |
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Construction and simulation of generalized multivariate Hawkes processes (English)
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17 February 2023
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generalized multivariate Hawkes process
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simulation
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conditional Poisson random measures
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doubly stochastic marked Poisson process
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