Browsing by Author "Mengersen, Kerrie"
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Fifty years later: new directions in Hawkes processes
Worrall, John; Browning, Raiha; Wu, Paul; Mengersen, Kerrie (Institut d'Estadística de Catalunya, 2022-06-02)
Article
Open AccessThe Hawkes process is a self-exciting Poisson point process, characterised by a conditional intensity function. Since its introduction fifty years ago, it has been the subject of numerous research directions and continues ...