The Hawkes process with different exciting functions and its asymptotic behavior

Raúl Fierro, Víctor Leiva, Jesper Møller

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Journal of Applied Probability
Vol/bind	52
Udgave nummer	1
Sider (fra-til)	37-54
Antal sider	18
ISSN	0021-9002
Status	Udgivet - 2015

AUB Link

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title = "The Hawkes process with different exciting functions and its asymptotic behavior",

author = "Ra{\'u}l Fierro and V{\'i}ctor Leiva and Jesper M{\o}ller",

year = "2015",

language = "English",

volume = "52",

pages = "37--54",

journal = "Journal of Applied Probability",

issn = "0021-9002",

publisher = "Applied Probability Trust",

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TY - JOUR

T1 - The Hawkes process with different exciting functions and its asymptotic behavior

AU - Fierro, Raúl

AU - Leiva, Víctor

AU - Møller, Jesper

PY - 2015

Y1 - 2015

UR - http://projecteuclid.org/euclid.jap/1429282605

M3 - Journal article

SN - 0021-9002

VL - 52

SP - 37

EP - 54

JO - Journal of Applied Probability

JF - Journal of Applied Probability

IS - 1

ER -