2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.PR2020
Large and moderate deviations for a discrete-time marked Hawkes process
Haixu Wang
The Hawkes process is a simple point process with wide applications in finance, social networks, criminology, seismology, and many other fields. The Hawkes process is defined for c…
math.PR2020★ 2 cited
Limit theorems for a discrete-time Hawkes process
Haixu Wang
The Hawkes process is a self-exciting sample point process. It has wide applications in finance, social networks, criminology, seismology, and many other fields. With the developme…