Some monotonicity and dependence properties of self-exciting point processes

Annals of Applied Probability

Volumn 6, Issue 4, 1996, Pages 1211-1231

  Kwieciński, Andrzej ^a   Szekli, Ryszard ^a  

^a UNIVERSITY OF WROC AW   (Poland)

Author keywords

Association; Compensator; Self exciting point process; Stochastic intensity

Indexed keywords

EID: 0041856443     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1035463329     Document Type: Article

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