The Hawkes process with different exciting functions and its asymptotic behavior

Raúl Fierro, Víctor Leiva, Jesper Møller

Research output: Contribution to journalJournal articleResearchpeer-review

5 Citations (Scopus)
Original languageEnglish
JournalJournal of Applied Probability
Volume52
Issue number1
Pages (from-to)37-54
Number of pages18
ISSN0021-9002
Publication statusPublished - 2015

Cite this

@article{f0050360d22a418180c3106481f43de8,
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",
number = "1",

}

The Hawkes process with different exciting functions and its asymptotic behavior. / Fierro, Raúl; Leiva, Víctor; Møller, Jesper.

In: Journal of Applied Probability, Vol. 52, No. 1, 2015, p. 37-54.

Research output: Contribution to journalJournal articleResearchpeer-review

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

VL - 52

SP - 37

EP - 54

JO - Journal of Applied Probability

JF - Journal of Applied Probability

SN - 0021-9002

IS - 1

ER -