Theory of nonstationary Hawkes processes.
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DOI: 10.1103/physreve.96.062314
Abstract: We expand the theory of Hawkes processes to the nonstationary case, in which the mutually exciting point processes receive time-dependent inputs. We derive an analytical expression for the time-dependent correlations, which can be applied to… read more here.
Keywords: nonstationary hawkes; network; theory nonstationary; topology ... See more keywords