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On the cumulant transforms for Hawkes processes:
Lee, Young
;
Rheinländer, Thorsten
Journal of Applied Probability. 60 (2023) 2 - p. 528-541 , 2023
Link:
https://doi.org/10.1017/jpr.2022.96
RT Journal T1 <Title>On the cumulant transforms for Hawkes processes</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1017_jpr.2022.96&Exemplar=1&LAN=DE A1 Lee, Young A1 Rheinländer, Thorsten PB Cambridge University Press (CUP) YR 2023 SN 0021-9002 SN 1475-6072 JF Journal of Applied Probability VO 60 IS 2 SP 528 OP 541 LK http://dx.doi.org/https://doi.org/10.1017/jpr.2022.96 DO https://doi.org/10.1017/jpr.2022.96 SF ELIB - SuUB Bremen
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