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English
Perfect simulation of Hawkes processes
scholarly article from 'Advances in Applied Probability' published in 2005
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instance of
scholarly article
1 reference
reference URL
https://www.cambridge.org/core/product/identifier/S0001867800000392/type/journal_article
title
Perfect simulation of Hawkes processes
(English)
1 reference
reference URL
https://www.cambridge.org/core/product/identifier/S0001867800000392/type/journal_article
author name string
Jesper Møller
series ordinal
1
1 reference
reference URL
https://www.cambridge.org/core/product/identifier/S0001867800000392/type/journal_article
Jakob G. Rasmussen
series ordinal
2
1 reference
reference URL
https://www.cambridge.org/core/product/identifier/S0001867800000392/type/journal_article
language of work or name
English
1 reference
reference URL
https://www.cambridge.org/core/product/identifier/S0001867800000392/type/journal_article
publication date
September 2005
1 reference
reference URL
https://www.cambridge.org/core/product/identifier/S0001867800000392/type/journal_article
full work available at URL
https://www.cambridge.org/core/product/identifier/S0001867800000392/type/journal_article
1 reference
reference URL
https://www.cambridge.org/core/product/identifier/S0001867800000392/type/journal_article
volume
37
1 reference
reference URL
https://www.cambridge.org/core/product/identifier/S0001867800000392/type/journal_article
issue
03
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reference URL
https://www.cambridge.org/core/product/identifier/S0001867800000392/type/journal_article
page(s)
629-646
1 reference
reference URL
https://www.cambridge.org/core/product/identifier/S0001867800000392/type/journal_article
cites work
Maximum likelihood identification of neural point process systems.
1 reference
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Crossref
reference URL
https://api.crossref.org/works/10.1017%2FS0001867800000392
retrieved
7 January 2021
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Spectra of some self-exciting and mutually exciting point processes
1 reference
stated in
Crossref
reference URL
https://api.crossref.org/works/10.1017%2FS0001867800000392
retrieved
7 January 2021
based on heuristic
inferred from DOI database lookup
Stability of nonlinear Hawkes processes
1 reference
stated in
Crossref
reference URL
https://api.crossref.org/works/10.1017%2FS0001867800000392
retrieved
7 January 2021
based on heuristic
inferred from DOI database lookup
Identifiers
DOI
10.1017/S0001867800000392
1 reference
reference URL
https://www.cambridge.org/core/product/identifier/S0001867800000392/type/journal_article
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