An extension of Hawkes processes with ephemeral nearest effects

DOI10.1080/15326349.2021.1880940zbMath1476.60085OpenAlexW3130441489MaRDI QIDQ4998027

Lirong Cui, Jingyuan Shen

Publication date: 1 July 2021

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2021.1880940

zbMATH Keywords

momentsLaplace transformHawkes processself-exciting effectdelayed renewal process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Uses Software

• Algorithm 368

Cites Work

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