{"title":"粗略的霍克斯过程","authors":"Donatien Hainaut, Jing Chen, Enrico Scalas","doi":"10.1080/03610926.2024.2389959","DOIUrl":null,"url":null,"abstract":"This article studies the properties of Hawkes process with a gamma memory kernel and a shape parameter α∈(0,1]. This process, called rough Hawkes process, is nearly unstable since its intensity div...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":null,"pages":null},"PeriodicalIF":0.6000,"publicationDate":"2024-08-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The rough Hawkes process\",\"authors\":\"Donatien Hainaut, Jing Chen, Enrico Scalas\",\"doi\":\"10.1080/03610926.2024.2389959\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This article studies the properties of Hawkes process with a gamma memory kernel and a shape parameter α∈(0,1]. This process, called rough Hawkes process, is nearly unstable since its intensity div...\",\"PeriodicalId\":10531,\"journal\":{\"name\":\"Communications in Statistics - Theory and Methods\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2024-08-20\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Communications in Statistics - Theory and Methods\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/03610926.2024.2389959\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications in Statistics - Theory and Methods","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/03610926.2024.2389959","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
This article studies the properties of Hawkes process with a gamma memory kernel and a shape parameter α∈(0,1]. This process, called rough Hawkes process, is nearly unstable since its intensity div...
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The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.
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