A fractional Hawkes process II: Further characterization of the process-Reference-Cited by-同舟云学术

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A fractional Hawkes process II: Further characterization of the process

Published:2023-04 Issue: Volume:615 Page:128596
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Habyarimana Cassien^ORCID,Aduda Jane A.,Scalas Enrico^ORCID,Chen Jing^ORCID,Hawkes Alan G.,Polito Federico

Publisher

Elsevier BV

Subject

Statistical and Nonlinear Physics,Statistics and Probability

Reference26 articles.

1. A fractional Hawkes process;Chen,2021

2. Spectra of some self-exciting and mutually exciting point processes;Hawkes;Biometrika,1971

3. Spectra of some mutually exciting point processes;Hawkes;J. R. Stat. Soc. Ser. B,1971

4. A cluster process representation of a self-exciting process;Hawkes;J. Appl. Probab.,1974

5. Fractional calculus: Integral and differential equations of fractional order;Gorenflo,1997

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The rough Hawkes process;Communications in Statistics - Theory and Methods;2024-08-20

2. A fractional Hawkes process model for earthquake aftershock sequences;Journal of the Royal Statistical Society Series C: Applied Statistics;2024-07-09

3. A mutually exciting rough jump-diffusion for financial modelling;Fractional Calculus and Applied Analysis;2024-01-02

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