On the Bartlett spectrum of randomized Hawkes processes

Mathematical Communications

Kelbert, Mark²  Leonenko, Nikolai¹  Belitsky, Vladimir³ 

[1] Cardiff School of Mathematics, Cardiff University, Senghennydd Road, Cardiff, UK;Department of Mathematics, University of Wales-Swansea, Singleton Park, Swansea, UK;IME, University of Sao Paulo, Sao Paulo, Brazil

关键词: point process;    Hawkes process;    randomization;    Bartlett spectrum;    long-range dependence;    Mittag-Lefler function;   

DOI  :  

学科分类：社会科学、人文和艺术（综合）

来源: Sveuciliste Josipa Jurja Strossmayera u Osijeku * Odjel za Matematiku / University of Osijek, Department of Mathematics

【 摘 要 】

WestudytheBartlettspectrumoftherandomizedHawkesprocessanddemonstratethatitbehavesverydifferentlyfromthecaseofaclassicalHawkesprocess.Inparticular,theBartlettspectrumcouldhaveasingularityneartheorigin...

【 授权许可】

Unknown