Point Spectra of Some Mutually Exciting Point Processes
A. Hawkes. Journal of the Royal Statistical Society. Series B (Methodological), 33 (3):
438--443(1971)
Abstract
The point spectral matrix is obtained for a class of mutually exciting point processes. The solution makes use of methods similar to those used in solving Wiener-Hopf integral equations.
%0 Journal Article
%1 hawkes_point_1971
%A Hawkes, Alan G.
%D 1971
%J Journal of the Royal Statistical Society. Series B (Methodological)
%K imported point processes
%N 3
%P 438--443
%T Point Spectra of Some Mutually Exciting Point Processes
%U /brokenurl#www.jstor.org/stable/2984686
%V 33
%X The point spectral matrix is obtained for a class of mutually exciting point processes. The solution makes use of methods similar to those used in solving Wiener-Hopf integral equations.
@article{hawkes_point_1971,
abstract = {The point spectral matrix is obtained for a class of mutually exciting point processes. The solution makes use of methods similar to those used in solving Wiener-Hopf integral equations.},
added-at = {2020-01-31T19:19:18.000+0100},
author = {Hawkes, Alan G.},
biburl = {https://www.bibsonomy.org/bibtex/2cffa5537c7f0fdba27410c6e2024d818/mannbachm},
file = {JSTOR Full Text PDF:C\:\\Users\\Jan\\Zotero\\storage\\IGGNMFAB\\Hawkes - 1971 - Point Spectra of Some Mutually Exciting Point Proc.pdf:application/pdf},
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intrahash = {cffa5537c7f0fdba27410c6e2024d818},
issn = {0035-9246},
journal = {Journal of the Royal Statistical Society. Series B (Methodological)},
keywords = {imported point processes},
number = 3,
pages = {438--443},
timestamp = {2020-01-31T19:20:14.000+0100},
title = {Point {Spectra} of {Some} {Mutually} {Exciting} {Point} {Processes}},
url = {/brokenurl#www.jstor.org/stable/2984686},
urldate = {2019-12-17},
volume = 33,
year = 1971
}