Ergodic properties of the Hawkes process with a general excitation kernel
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DOI: 10.1017/jpr.2025.20
Abstract: Abstract The Hawkes process is a popular candidate for researchers to model phenomena that exhibit a self-exciting nature. The classical Hawkes process assumes the excitation kernel takes an exponential form, thus suggesting that the peak… read more here.
Keywords: excitation kernel; process; properties hawkes; hawkes process ... See more keywords