Non-Markovian Inverse Hawkes Processes
Hawkes processes are a class of self-exciting point processes with a clustering effect whose jump rate is determined by its past history. They are generally regarded as continuous-time processes and have been widely applied in a number of fields, such as insurance, finance, queueing, and statistics....
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| Format: | Article |
| Language: | English |
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MDPI AG
2022-04-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/10/9/1413 |