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Approximate Simulation of Hawkes Processes

Jesper Møller, Jakob Gulddahl Rasmussen

Methodology And Computing In Applied Probability · 2006 · 51 citations · 20 references

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20

Spectra of some self-exciting and mutually exciting point processes

Alan G. Hawkes · Biometrika · 1971 · 2.2K citations

, , +10

Statistical Models for Earthquake Occurrences and Residual Analysis for Point Processes

Yosihiko Ogata · Journal of the American Statistical Association · 1988 · 2.2K citations

, , +8

Space-Time Point-Process Models for Earthquake Occurrences

Yosihiko Ogata · Annals of the Institute of Statistical Mathematics · 1998 · 1.3K citations

, , +14

Bulletin of the International Statistical Institute

George Leckie · 2013 · 947 citations

, , +6

Point Spectra of Some Mutually Exciting Point Processes

Alan G. Hawkes · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1971 · 794 citations

, , +8