Moments for Hawkes Processes with Gamma Decay Kernel Functions
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11009-020-09840-8.pdf
Reference24 articles.
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3. Crane R, Sornette D (2008) Robust dynamic classes revealed by measuring the response function of a social system. Proc Natl Acad Sci 105(41):15649–15653
4. Cui LR, Chen ZL, Gao HD (2018) Reliability for systems with self-healing effect under shock models. Qua Tech and Quant Manag 15:551–567
5. Cui LR, Li ZP, Yi H (2019) Partial self-exciting point processes and their parameter estimations. Comm in Stat-Simu and Comput 48(10):2913–2935
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