2 papers
math.PR2026
Asymptotic Analysis of Discrete-Time Hawkes Process
Utpal Jyoti Deba Sarma, Dharmaraja Selvamuthu
In a discrete-time setting, we consider an arrival process , which models the occurrence of events, and a corresponding point…
math.PR2024
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 -functions that serves as a discrete-time version of the continuous-time Hawkes process (CTHP). Like the CTHP, the DTHP…