An elementary derivation of moments of Hawkes processes (Q3298815)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An elementary derivation of moments of Hawkes processes |
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An elementary derivation of moments of Hawkes processes (English)
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16 July 2020
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Hawkes process
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Dynkin formula
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moments
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counting process
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gamma decay function
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