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(1), 83-90.
Cited by¶
1 citation across 1 artifact.
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Primes¶
- Poisson Process
- And reach, in order, for inhomogeneous Poisson when the rate varies smoothly, Cox / doubly-stochastic Poisson when the rate itself is stochastic, and Hawkes / self-exciting processes when an event raises the probability of the next.
This sourceIntroduces self-exciting (Hawkes) processes in which an event raises the probability of the next — the named departure for clustering/retry-storm dynamics.
- And reach, in order, for inhomogeneous Poisson when the rate varies smoothly, Cox / doubly-stochastic Poisson when the rate itself is stochastic, and Hawkes / self-exciting processes when an event raises the probability of the next.
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Registry ID ref:9b8e8283523d · see in the full table