An extension of Hawkes processes with ephemeral nearest effects
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Publication:4998027
DOI10.1080/15326349.2021.1880940zbMath1476.60085OpenAlexW3130441489MaRDI QIDQ4998027
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
Central limit and other weak theorems (60F05) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Uses Software
Cites Work
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