Non-Markovian Inverse Hawkes Processes
Hawkes processes are a class of self-exciting point processes with a clustering effect whose jump rate is determined by its past history. They are generally regarded as continuous-time processes and have been widely applied in a number of fields, such as insurance, finance, queueing, and statistics....
שמור ב:
| מחבר ראשי: | |
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| פורמט: | Artigo |
| שפה: | Inglês |
| יצא לאור: |
MDPI AG
2022-04-01
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| סדרה: | Mathematics |
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| גישה מקוונת: | https://www.mdpi.com/2227-7390/10/9/1413 |
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