A Palm space approach to non-linear Hawkes processes-Reference-Cited by-同舟云学术

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A Palm space approach to non-linear Hawkes processes

Published:2024-01-01 Issue:none Volume:29 Page:
ISSN:1083-6489
Container-title:Electronic Journal of Probability
language:
Short-container-title:Electron. J. Probab.

Author:

Robert Philippe¹,Vignoud Gaëtan²

Affiliation:

1. INRIA Paris, 2 rue Simone Iff, 75589 Paris Cedex 12, France https://www-rocq.inria.fr/who/Philippe.Robert

2. INRIA Paris, 2 rue Simone Iff, 75589 Paris Cedex 12, France. Center for Interdisciplinary Research in Biology (CIRB) - Collège de France (CNRS UMR 7241, INSERM U1050), 11 Place Marcelin Berthelot, 75005 Paris, France

Publisher

Institute of Mathematical Statistics

Reference47 articles.

1. Luc Bauwens and Nikolaus Hautsch. Modelling financial high frequency data using point processes. In: Ed. by Thomas Mikosch, Jens-Peter Kreiß, Richard A. Davis, and Torben Gustav Andersen. Handbook of Financial Time Series, pp. 953–979. Springer Berlin Heidelberg, Berlin, Heidelberg, 2009.

2. Alexandre Boumezoued. Population viewpoint on Hawkes processes. Advances in Applied Probability 48.2 (June 2016), 463–480.

3. Pierre Brémaud and Laurent Massoulié. Hawkes branching point processes without ancestors. Journal of Applied Probability 38.1 (2001), 122–135.

4. Pierre Brémaud and Laurent Massoulié. Stability of nonlinear Hawkes processes. The Annals of Probability 24.3 (1996), 1563–1588.

5. Shizhe Chen, Ali Shojaie, Eric Shea-Brown, and Daniela Witten. The multivariate Hawkes process in high dimensions: beyond mutual excitation. 1707.04928 [stat] (July 2017).

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