CLUSTER PROCESS REPRESENTATION OF A SELF-EXCITING PROCESS

被引：454
作者：
HAWKES, AG
OAKES, D
机构：
[1] UNIV DURHAM,DURHAM,ENGLAND
[2] IMPERIAL COLL LONDON,LONDON,ENGLAND
来源：
JOURNAL OF APPLIED PROBABILITY | 1974年 / 11卷 / 03期
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 [J].
BARTLETT, MS ;
KENDALL, DG .
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
12