scholarly journals Exponential ergodicity for diffusions with jumps driven by a Hawkes process

2021 ◽  
pp. 1
Author(s):  
Charlotte Dion ◽  
Sarah Lemler ◽  
Eva Löcherbach
Keyword(s):  
Hawkes Process ◽  
Exponential Ergodicity

Transient analysis of an affine Queue-Hawkes process

2021 ◽  
Vol 49 (3) ◽  
pp. 393-399
Author(s):  
Benjamin Legros
Keyword(s):  
Transient Analysis ◽  
Hawkes Process

scholarly journals Predicting Water Pipe Failures with a Recurrent Neural Hawkes Process Model

2020 ◽  
Author(s):  
Jeroen Verheugd ◽  
Paulo R de Oliveira da Costa ◽  
Reza Refaei Afshar ◽  
Yingqian Zhang ◽  
Sjoerd Boersma
Keyword(s):  
Process Model ◽  
Hawkes Process ◽  
Water Pipe

scholarly journals Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion

2015 ◽  
Vol 34 (1) ◽  
pp. 75-95 ◽  
Author(s):  
Peng Jin ◽  
Barbara Rüdiger ◽  
Chiraz Trabelsi
Keyword(s):  
Jump Diffusion ◽  
Exponential Ergodicity ◽  
Harris Recurrence ◽  
Basic Affine

scholarly journals Performance of Information Criteria for Selection of Hawkes Process Models of Financial Data

2017 ◽  
Author(s):  
Jing Chen ◽  
Alan G Hawkes ◽  
Enrico Scalas ◽  
Mailan Trinh
Keyword(s):  
Information Criteria ◽  
Financial Data ◽  
Process Models ◽  
Hawkes Process ◽  
Criteria For Selection ◽  
Selection Of

On exponential ergodicity and spectral structure for birth-death processes

1973 ◽  
Vol 5 (01) ◽  
pp. 9-11
Author(s):  
Herman Callaert ◽  
Julian Keilson
Keyword(s):  
Spectral Structure ◽  
Exponential Ergodicity ◽  
Birth Death

MHDNE: Network Embedding Based on Multivariate Hawkes Process

2020 ◽  
pp. 409-421
Author(s):  
Ying Yin ◽  
Jianpeng Zhang ◽  
Yulong Pei ◽  
Xiaotao Cheng ◽  
Lixin Ji
Keyword(s):  
Hawkes Process ◽  
Network Embedding

scholarly journals Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes

2020 ◽  
Vol 30 (5) ◽  
pp. 2165-2195
Author(s):  
Martin Friesen ◽  
Peng Jin ◽  
Barbara Rüdiger
Keyword(s):  
Stochastic Equation ◽  
Exponential Ergodicity ◽  
Affine Processes ◽  
Wasserstein Distances

scholarly journals An Analysis of Cds Market Liquidity by the Hawkes Process

2013 ◽  
Author(s):  
Masahiko Egami ◽  
Yasuyuki Kato ◽  
Tomochika Sawaki
Keyword(s):  
Market Liquidity ◽  
Hawkes Process
Sign in / Sign up

Export Citation Format

Share Document