Fractional Hawkes processes

Author:

Hainaut Donatien

Funder

BNP Cardif Chair, Belgium

Fonds de la Recherche Scientifique — FNRS, Belgium

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference29 articles.

1. Point sprectra of some mutually exciting point processes;Hawkes;J. R. Stat. Soc. Ser. B Stat. Methodol.,1971

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

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

4. Space–time point process models for earthquake occurences;Ogata;Ann. Inst. Statist. Math.,1998

5. Self-exciting hurdle models for terrorist activity;Porter;Ann. Appl. Stat.,2012

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