Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues

Limit Theorems for Stochastic Processes.

Ditlev Monrad, Jean Jacod, Albert N. Shiryaev · Journal of the American Statistical Association · 1988 · 4.2K citations

Engineering, Mathematics, Financial Economics +16

Spectra of some self-exciting and mutually exciting point processes

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

Engineering, Data Science, Stochastic Modeling +10

Statistical Models for Earthquake Occurrences and Residual Analysis for Point Processes

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

Natural Sciences, Earth Sciences, Geophysics +8

Robust dynamic classes revealed by measuring the response function of a social system

Riley Crane, Didier Sornette · Proceedings of the National Academy of Sciences · 2008 · 815 citations · Full text

Engineering, Physics, Complex Systems +16

Point Spectra of Some Mutually Exciting Point Processes

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

Natural Sciences, Physics, Dynamical Systems +8