Author:
Hawkes Alan G.,Oakes David
Abstract
It is shown that all stationary self-exciting point processes with finite intensity may be represented as Poisson cluster processes which are age-dependent immigration-birth processes, and their existence is established. This result is used to derive some counting and interval properties of these processes using the probability generating functional.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
78 articles.
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