most citedA fractional Hawkes process II: Further characterization of the process

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math.PR2022★ 8 cited

A fractional Hawkes process II: Further characterization of the process

Cassien Habyarimana, Jane A. Aduda, Enrico Scalas +3

We characterize a Hawkes point process with kernel proportional to the probability density function of Mittag-Leffler random variables. This kernel decays as a power law with expon…