메뉴 건너뛰기




Volumn 38, Issue 1, 2001, Pages 122-135

Hawkes branching point processes without ancestors

Author keywords

Coupling; Hawkes processes; Long rang dependence; Point processes; Spectral analysis; Stochastic processes

Indexed keywords


EID: 0035533779     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/996986648     Document Type: Article
Times cited : (52)

References (16)
  • 5
    • 0030352915 scopus 로고    scopus 로고
    • Stability of nonlinear Hawkes processes
    • BRÉMAUD, P. AND MASSOULIÉ, L. (1996). Stability of nonlinear Hawkes processes. Ann. Prob. 24, 1563-1588.
    • (1996) Ann. Prob. , vol.24 , pp. 1563-1588
    • Brémaud, P.1    Massoulié, L.2
  • 6
    • 0002810030 scopus 로고
    • Long range dependence: A review
    • Statistics: an Appraisal, eds H. A. David and H. T. David. Iowa State University Press
    • COX, D. R. (1984). Long range dependence: a review. In Statistics: an Appraisal (Proc. 50th Anniv. Conf. Iowa State Statist. Lab.), eds H. A. David and H. T. David. Iowa State University Press.
    • (1984) Proc. 50th Anniv. Conf. Iowa State Statist. Lab.
    • Cox, D.R.1
  • 8
    • 0031572725 scopus 로고    scopus 로고
    • Long range dependence of point processes, with queueing examples
    • DALEY, D. J. AND VESILO, R. (1997). Long range dependence of point processes, with queueing examples. Stoch. Proc. Appl. 70, 265-282.
    • (1997) Stoch. Proc. Appl. , vol.70 , pp. 265-282
    • Daley, D.J.1    Vesilo, R.2
  • 9
    • 0002920214 scopus 로고
    • Spectra of some self-exciting and mutually exciting point processes
    • HAWKES, A. G. (1971). Spectra of some self-exciting and mutually exciting point processes. Biometrika 58, 83-90.
    • (1971) Biometrika , vol.58 , pp. 83-90
    • Hawkes, A.G.1
  • 10
    • 0001446567 scopus 로고
    • A cluster representation of a self-exciting point process
    • HAWKES, A. G. AND OAKES, D. (1974). A cluster representation of a self-exciting point process. J. Appl. Prob. 11, 493-503.
    • (1974) J. Appl. Prob. , vol.11 , pp. 493-503
    • Hawkes, A.G.1    Oakes, D.2
  • 11
    • 0000531113 scopus 로고
    • Multivariate point processes: Predictable projections, Radon-Nikodým derivatives, representation of martingales
    • JACOD, J. (1975). Multivariate point processes: predictable projections, Radon-Nikodým derivatives, representation of martingales. Z. Wahrscheinlichkeitsth. 31, 235-253.
    • (1975) Z. Wahrscheinlichkeitsth. , vol.31 , pp. 235-253
    • Jacod, J.1
  • 15
    • 0002294068 scopus 로고    scopus 로고
    • Stability results for a general class of interacting point processes dynamics, and applications
    • MASSOULIÉ, L. (1998). Stability results for a general class of interacting point processes dynamics, and applications. Stoch. Proc. Appl. 75, 1-30.
    • (1998) Stoch. Proc. Appl. , vol.75 , pp. 1-30
    • Massoulié, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.