Spectra of some self-exciting and mutually exciting point processes

Keywords

Point process, Mathematics, Class (philosophy), Covariance, Point (geometry)

References

• A Branching Poisson Process Model for the Analysis of Computer Failure PatternsPeter Lewis — 1964
• The Spectral Analysis of Point ProcessesM. S. Bartlett — 1963
• The spectral analysis of two-dimensional point processesM. S. Bartlett — 1964
• Some models for interaction of renewal processes related to neuron firingRhima M. Coleman, Joseph L. Gastwirth — 1969
• Stochastic Models for Earthquake OccurrenceD. Vere‐Jones — 1970
• The statistical analysis of series of eventsP. G. Moore, D. R. Cox, P. A. W. Lewis — 1966
• The Statistical Analysis of Series of Events.A. Huitson, D. R. Cox, P. A. W. Lewis — 1966

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• Modeling Events in Time using Cascades of Poisson ProcessesMichael I. Jordan, Aleksandr Simma — 2010
• Time Deformation and the Yield CurveMark Salmon, Wing Wah Tham — 2007
• The dynamics of co-jumps, volatility and correlationAdam Clements, Yin Liao — 2013
• Inférence non-paramétrique pour des interactions poissoniennesLaure Sansonnet — 2013
• Econometric Modeling of Multivariate Irregularly-Spaced High-Frequency DataJeffrey R. Russell — 2000
• High frequency dynamics of order flowXiaowei Zheng — 2013
• Modeling electricity price events as point processesRalf Becker, Adam Clements, Wan Nur Rahini Aznie Zainudin — 2013
• Financial Models of Interaction Based on Marked Point Processes and Gaussian FieldsAlexander Malinowski — 2013
• A COMPARATIVE STUDY OF COHERENCE, MUTUAL INFORMATION AND CROSS-INTENSITY MODELSTing Wang, Mark Bebbington, David Harte — 2010
• Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamicsEmmanuel Bacry, Thibault Jaisson, Jean–François Muzy — 2016
• Point Spectra of Some Mutually Exciting Point ProcessesAlan G. Hawkes — 1971
• Modeling Multi-period Corporate Defaults: Macro, Contagion and Frailty Effects in Default ClusteringTuohua Wu — 2013
• Learning Parametric Models for Social Infectivity in Multi-Dimensional Hawkes ProcessesLiangda Li, Hongyuan Zha — 2014
• Codes and Goals of Neuronal Representations (Kodierung und Ziele neuronaler Repraesentationen)Matthias Bethge — 2003
• Some methods of assessing and estimating point processes models for earthquake occurrencesAlejandro Veen — 2006
• Topic Time Series Analysis of MicroblogsEric L. Lai, Daniel Moyer, Baichuan Yuan — 2016

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