Expectations of Linear and Nonlinear Hawkes Processes Using a Field-Theoretical Approach
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s13253-024-00644-8.pdf
Reference38 articles.
1. Brémaud P, Massoulié L (1996) Stability of nonlinear Hawkes processes. Ann Probab 24(3):1563–1588
2. Cui LR, Hawkes AG, Yi H (2020) An elementary derivation of moments of Hawkes processes. Adv Appl Probab 52(1):102–137
3. Cui LR, Li ZP, Yi H (2019) Partial self-exciting point processes and their parameter estimations. Commun Stat Simul Comput 48(10):2913–2935
4. Cui LR, Shen JY (2021) An extension of Hawkes processes with ephemeral nearest effects. Stoch Models 37(2):335–366
5. Cui LR, Wu B, Yin J (2022) Moments for Hawkes processes with gamma decay kernel functions. Methodol Comput Appl Probab 24(3):1565–1601
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