11 citations · 12 across the 2 of their papers we have counts for
2 papers
math.PR2024★ 1 cited
Study of discrete-time Hawkes process and its compensator
Utpal Jyoti Deba Sarma, Dharmaraja Selvamuthu
The discrete-time Hawkes process (DTHP) is a sub-class of -functions that serves as a discrete-time version of the continuous-time Hawkes process (CTHP). Like the CTHP, the DTHP…
math.PR2022★ 11 cited
Infinite-server System with Hawkes Arrivals and Hawkes Services
Dharmaraja Selvamuthu, Paola Tardelli
This paper is devoted to the study of the number of customers in infinite-server systems driven by Hawkes processes. In these systems, the self-exciting arrival process is assumed…