Approximate simulation of Hawkes processes

DOI10.1007/s11009-006-7288-zzbMath1101.60032MaRDI QIDQ2433253

Jakob Gulddahl Rasmussen, Jesper Møller

Publication date: 27 October 2006

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://vbn.aau.dk/da/publications/15b03080-278a-11db-8514-000ea68e967b

zbMATH Keywords

simulation; edge effects; Poisson cluster process; Marked point process

Mathematics Subject Classification ID

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

The pair correlation function of spatial Hawkes processes

Cites Work

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