most citedExact and Asymptotic Analysis of General Multivariate Hawkes Processes and Induced Population Processes

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math.PR2021★ 1 cited

Exact and Asymptotic Analysis of General Multivariate Hawkes Processes and Induced Population Processes

Raviar Karim, Roger J. A. Laeven, Michel Mandjes

This paper considers population processes in which general, not necessarily Markovian, multivariate Hawkes processes dictate the stochastic arrivals. We establish results to determ…