Perfect simulation of Hawkes processes

Advances in Applied Probability

Volumn 37, Issue 3, 2005, Pages 629-646

  Møller, Jesper ^a   Rasmussen, Jakob G ^a  

^a AALBORG UNIVERSITY   (Denmark)

Author keywords

Approximate simulation; Dominated coupling from the past; Edge effect; Exact simulation; Lower process; Marked Hawkes process; Marked point process; Perfect simulation; Point process; Poisson cluster process; Thinning; Upper process

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COMPUTER SIMULATION; INTEGRAL EQUATIONS; LAPLACE TRANSFORMS; MATHEMATICAL MODELS; NEUROPHYSIOLOGY; NORMAL DISTRIBUTION; POISSON DISTRIBUTION; SEISMOLOGY; STATISTICAL METHODS;

APPROXIMATE SIMULATION; EDGE EFFECT; PERFECT SIMULATION; POINT PROCESS;

RANDOM PROCESSES;

EID: 27144475437     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1127483739     Document Type: Article

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