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36 p, 869.9 KB Fifty years later : new directions in Hawkes processes / Worrall, John (School of Mathematical Sciences, Queensland University of Technology. QUT Centre for Data Science (Austràlia)) ; Browning, Raiha (School of Mathematical Sciences, Queensland University of Technology. QUT Centre for Data Science (Austràlia)) ; Wu, Paul (School of Mathematical Sciences, Queensland University of Technology. QUT Centre for Data Science (Austràlia)) ; Mengersen, Kerrie (School of Mathematical Sciences, Queensland University of Technology. QUT Centre for Data Science (Austràlia))
The Hawkes process is a self-exciting Poisson point process, characterised by a conditional intensity function. Since its introduction fifty years ago, it has been the subject of numerous research directions and continues to inspire new methodological and theoretical developments as well as new applications. [...]
2022 - 10.2436/20.8080.02.116
SORT : statistics and operations research transactions, Vol. 46 Núm. 1 (2022) , p. 3-38 (Invited article)  
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