Some counting and interval properties of the mutually-exciting processes

DOI10.2307/3212409MaRDI QIDQ4060208zbMATH OpenOpenAlexFDO

Authors L. Adamopoulos

Publication date 1975

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3212409

Mathematics Subject Classification ID

Stochastic processes (60G99) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cited in

(5)

• Moments for Hawkes processes with gamma decay kernel functions
• Recursive computation of the Hawkes cumulants
• An elementary derivation of moments of Hawkes processes
• An extension of Hawkes processes with ephemeral nearest effects
• Multivariate Hawkes process allowing for common shocks

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