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 $g$-functions that serves as a discrete-time version of the continuous-time Hawkes process (CTHP). Like the CTHP, the DTHP…