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Existence and stability properties are studied for Hawkes process, i.e.
[author] Erlang, A. K.A. K. (1909). The Theory of Probabilities and Telephone Conversations. Nyt Tidsskrift for Matematik B 20. \endbibitem
1909
Earlier work this paper cites.
[author] Hawkes, Alan G.A. G. (1971). Spectra of some self-exciting and mutually exciting point processes. Biometrika 58 83–90. 0278410 (43 ##4140) \endbibitem
1971
Earlier work this paper cites.
[author] Hawkes, Alan G.A. G. and Oakes, DavidD. (1974). A cluster process representation of a self-exciting process. J. Appl. Probability 11 493–503. 0378093 (51 ##14262) \endbibitem
1974
Earlier work this paper cites.
[author] Cox, David RoxbeeD. R. and Isham, ValerieV. (1980). Point processes. Chapman & Hall, London. Monographs on Applied Probability and Statistics. 598033 (82j:60091) \endbibitem
1980
Earlier work this paper cites.
[author] Brémaud, PierreP. and Massoulié, LaurentL. (1996). Stability of nonlinear Hawkes processes Ann. Probab. 24 1563–1588. 10.1214/aop/1065725193. 1411506 (97j:60080) \endbibitem
1996
Cited alongside, same era.
[author] Nakayama, Marvin K.M. K., Shahabuddin, PerwezP. and Sigman, KarlK. (2004). On finite exponential moments for branching processes and busy periods for queues. J. Appl. Probab. 41A 273–280. Stochastic methods and their applications 10.1239/jap/1082552204. 2057579 (2005a:60069) \endbibitem
2004
Cited alongside, same era.
[author] Embrechts, PaulP., Liniger, ThomasT. and Lin, LuL. (2011). Multivariate Hawkes processes: an application to financial data J. Appl. Probab. 48A 367–378. 10.1239/jap/1318940477. 2865638 (2012j:60125) \endbibitem
2011
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2012
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2012
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