CLUSTER PROCESS REPRESENTATION OF A SELF-EXCITING PROCESS

被引:449
作者
HAWKES, AG
OAKES, D
机构
[1] UNIV DURHAM,DURHAM,ENGLAND
[2] IMPERIAL COLL LONDON,LONDON,ENGLAND
关键词
D O I
10.2307/3212693
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:493 / 503
页数:11
相关论文
共 14 条
  • [1] Bartlett M.S., 1955, An introduction to stochastic processes with special reference to methods and applications
  • [2] ON THE USE OF THE CHARACTERISTIC FUNCTIONAL IN THE ANALYSIS OF SOME STOCHASTIC PROCESSES OCCURRING IN PHYSICS AND BIOLOGY
    BARTLETT, MS
    KENDALL, DG
    [J]. PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1951, 47 (01): : 65 - 76
  • [3] COX DR, 1971, 6 P BERK S MATH STAT
  • [4] DALEY DJ, 1971, 1971 STOCH POINT PRO
  • [5] Harris T.E, 1963, THEORY BRANCHING PRO, V119
  • [6] HAWKES AG, 1971, J ROY STAT SOC B, V33, P438
  • [7] HAWKES AG, 1971, BIOMETRIKA, V58, P83, DOI 10.1093/biomet/58.1.83
  • [8] JOWETT J, 1971, 1971 STOCH POINT PRO
  • [9] KENDALL DG, 1949, J R STAT SOC B, V11, P230
  • [10] KERSTAN J, 1965, 4 T PRAG C INF THEOR, P399