The rough Hawkes process

DOI10.1080/03610926.2024.2389959MaRDI QIDQ6991983zbMATH OpenFDO

Authors Donatien Hainaut, Jing Chen, Enrico Scalas

Publication date 28 April 2025

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2078.1/295135

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Actuarial science and mathematical finance (91Gxx)

Cites work

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Cited in

(1)

• Editorial. A tribute to Professor Geoffrey Alan Hawkes (19 September 1938 -- 9 November 2023)

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