1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2024★ 1 cited
Hawkes Models And Their Applications
Patrick J. Laub, Young Lee, Philip K. Pollett +1
The Hawkes process is a model for counting the number of arrivals to a system which exhibits the self-exciting property - that one arrival creates a heightened chance of further ar…
stat.CO2021
Exact simulation of extrinsic stress-release processes
Young Lee, Patrick J. Laub, Thomas Taimre +2
We present a new and straightforward algorithm that simulates exact sample paths for a generalized stress-release process. The computation of the exact law of the joint interarriva…