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Hawkes Processes
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Related contextAuthorshipAuthorshipAuthorshipTopic signalTopic signalTopic signalRelated contextHawkes ProcessesWHawkes Processespreprint / 2015Patrick J. LaubAPatrick J. LaubResearcherThomas TaimreAThomas TaimreResearcherPhilip K. PollettAPhilip K. PollettResearchermath.PRTmath.PR7239 worksApplicationsTApplications3567 worksq-fin.STTq-fin.ST472 works
Paper6 links

Hawkes Processes

preprint / 2015