A. G. Hawkes

Available identifiers

zbMath Open hawkes.alan-gMaRDI QIDQ1765773

List of research outcomes

Publication	Date of Publication	Type
A fractional Hawkes process. II: Further characterization of the process	2023-03-17	Paper
A fractional Hawkes process II: Further characterization of the process	2022-11-04	Paper
A fractional Hawkes process	2021-08-30	Paper
Information Transition in Trading and Its Effect on Market Efficiency: An Entropy Approach	2021-03-22	Paper
An elementary derivation of moments of Hawkes processes	2020-07-16	Paper
A slightly depressing jump model: intraday volatility pattern simulation	2018-11-14	Paper
Performance of information criteria for selection of Hawkes process models of financial data	2018-11-14	Paper
Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events	2018-11-14	Paper
The Increasing Failure Rate Property of Consecutive-k:-out-of-n Systems	2016-05-11	Paper
A note on the proof for the optimal consecutive-\(k\)-out-of-\(n:G\) line for \(n\leqslant 2k\)	2008-03-11	Paper
Parameter Estimation and Censored Lives	2007-02-15	Paper
The optimal consecutive-\(k\)-out-of-\(n\):\(G\) line for \(n \leqslant 2k\)	2005-02-23	Paper
Statistical assumptions underlying the fitting of the Michaelis-Menten equation	2000-07-03	Paper
https://portal.mardi4nfdi.de/entity/Q4344705	1998-03-02	Paper
The distribution of apparent occupancy times in a two-state Markov process in which brief events cannot be detected	1993-01-16	Paper
Generalised eigenproblems arising in aggregated markov processes allowing for time interval omission	1993-01-16	Paper
Availability of an R-out-of-N system with spares and repairs	1992-06-25	Paper
Equilibrium distribution of finite-state Markov processes	1990-01-01	Paper
Availability of a series system with replacement and repair	1990-01-01	Paper
Random Occurrence of Stripes in a Fabric	1980-01-01	Paper
A cluster process representation of a self-exciting process	1974-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5670053	1972-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5678252	1972-01-01	Paper
A CROSS‐OVER TRIAL WITH CATEGORIZED RESPONSE	1971-01-01	Paper
Spectra of some self-exciting and mutually exciting point processes	1971-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5649230	1971-01-01	Paper
Bunching in a semi-Markov process	1970-01-01	Paper
Gap-acceptance in road traffic	1968-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5521270	1966-01-01	Paper
Time-Dependent Solution of a Priority Queue with Bulk Arrival	1965-01-01	Paper
Queueing for gaps in traffic	1965-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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