Lecture Notes: Temporal Point Processes and the Conditional Intensity Function

Spectra of some mutually exciting point processes with associated variables

Hawkes, A. G. (1972) · 1972

Earlier work this paper cites.

A cluster representation of a self-exciting process

Hawkes, A. G. and Oakes, D. (1974) · 1974

Earlier work this paper cites.

A self-correcting point process

Isham, V. and Westcott, M. (1979) · 1979

Earlier work this paper cites.

On Lewis’ simulation method for point processes

Ogata, Y. (1981) · 1981

Earlier work this paper cites.

Statistical models for earthquake occurrences and residual analysis for point processes

Ogata, Y. (1988) · 1988

Cited alongside, same era.

Space-time point-process models for earthquake occurrences

Ogata, Y. (1998) · 1998

Cited alongside, same era.

An Introduction to the Theory of Point Processes, Volume I: Elementary Theory and Methods

Daley, D. J. and Vere-Jones, D. (2003) · 2003

Cited alongside, same era.

Statistical Inference and Simulation for Spatial Point Processes

Møller, J. and Waagepetersen, R. P. (2004) · 2004

Cited alongside, same era.

Point spectra of some mutually exciting point processes

Hawkes, A. G. (1971a)

Cited in the paper.

Spectra of some self-exciting and mutually exciting point processes

Hawkes, A. G. (1971b)

Cited in the paper.

Perfect simulation of hawkes processes

Møller, J. and Rasmussen, J. G. (2005) · 2005

Later among the works it cites.

Approximate simulation of hawkes processes

Møller, J. and Rasmussen, J. G. (2006) · 2006

Later among the works it cites.

An Introduction to the Theory of Point Processes, Volume II: General Theory and Structure

Daley, D. J. and Vere-Jones, D. (2008) · 2008

Later among the works it cites.