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math.PR2024
Hawkes process with tempered Mittag-Leffler kernel
Neha Gupta, Aditya Maheshwari
In this paper, we propose an extension of the Hawkes process by incorporating a kernel based on the tempered Mittag-Leffler distribution. This is the generalization of the work pre…
math.PR2024
Tempered Fractional Hawkes Process and Its Generalization
Neha Gupta, Aditya Maheshwari
Hawkes process (HP) is a point process with a conditionally dependent intensity function. This paper defines the tempered fractional Hawkes process (TFHP) by time-changing the HP w…