Hawkes branching point processes without ancestors
By Pierre Brémaud, Laurent Massoulié. Journal of Applied Probability, 2001
71 citations recorded by the source corpus.
Subfields: Applied Mathematics, Molecular Biology
View Paper: https://www.semanticscholar.org/paper/dbafc23befab3c80a40f11e77599f976dcda7be0
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
- Mathieu Rosenbaum
- Thibault Jaisson
- Emmanuel Bacry
- Jean-François Muzy
- Iacopo Mastromatteo
- Jakob Gulddahl Rasmussen
- Alan G. Hawkes
- Jesper Møller
In Molecular Biology
- Mathieu Rosenbaum
- Thibault Jaisson
- Emmanuel Bacry
- Jean-François Muzy
- Iacopo Mastromatteo
- Jakob Gulddahl Rasmussen
- Matthias Kirchner
- Jesper Møller
Citations in the corpus
- Limit theorems for nearly unstable Hawkes processes (2013, methodology): “In [21], it is suggested to use the without ancestors version of Hawkes processes introduced by Brémaud and Massoulié in [13].”
- Critical reflexivity in financial markets: a Hawkes process analysis (2013, background): “precisely the Hawkes processes without ancestors considered by Brémaud & Massoulié [28].”
- Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes (2015, unknown): “Note that Hawkes processes with L1 norm exactly equal to one have been introduced in [11].”
- Perfect simulation of Hawkes processes (2005, background): “Another process that would be interesting to obtain by thinning is the Hawkes process without immigrants considered in [4]; this process has μ(t) = 0 for all t .”
- Hawkes Processes in Finance (2015, methodology): “brating Hawkes processes to real nancial data (see the detailed discussion in Sec. 3). The limiting behavior of a Hawkes process in the regime jj jj= 1 has been analyzed by Bremaud and Massoulie in [17], where it is shown in particular that: Proposition 3 (Degeneracy of critical, short-range Hawkes)”
- Hawkes and INAR($\infty$) processes (2015, background): “02 00 7v 1 [ m at h. PR ] 7 S ep 2 01 5 Brémaud and Massoulié (2001) which proves the existence of a specific borderline case of the model, Liniger (2009) which puts the subtleties of the definition and the construction on a solid and very detailed mathematical foundation— especially for the…”