{"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":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"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\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2024-08-20\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/03610926.2024.2389959\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/03610926.2024.2389959","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","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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