Exact simulation of Hawkes process with exponentially decaying intensity (Q743034)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact simulation of Hawkes process with exponentially decaying intensity |
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Exact simulation of Hawkes process with exponentially decaying intensity (English)
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22 September 2014
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Hawkes processes
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stochastic intensity model
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self-exciting point process
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exact simulation
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Monte Carlo simulation
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contagion risk
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