Abstract
By using a cluster representation of the mutually-exciting processes their probability generating functional is derived. This is used to obtain some counting and interval properties of the process. The theoretical results are applied to a numerical example.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference9 articles.
1. The Theory of Branching Processes
2. Stochastic models for earthquake occurrence;Vere-Jones;J. R. Statist. Soc.,1970
3. Point spectra of some mutually exciting point processes;Hawkes;J.R. Statist. Soc.,1971b
Cited by
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