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20172022
most citedA fractional Hawkes process II: Further characterization of the process

8 citations · 8 across the 3 of their papers we have counts for

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math.PR2020

A Fractional Hawkes process

J. Chen, A. G. Hawkes, E. Scalas

We modify ETAS models by replacing the Pareto-like kernel proposed by Ogata with a Mittag-Leffler type kernel. Provided that the kernel decays as a power law with exponent $β+ 1 \i…