Zobrazeno 1 - 10
of 282 804
pro vyhledávání: '"Hawkes, A"'
Autor:
Mirzaei Novin, Mohammadreza1 (AUTHOR), Amiri, Amirhossein1 (AUTHOR) amiri@shahed.ac.ir
Publikováno v:
Quality Technology & Quantitative Management. Nov2024, Vol. 21 Issue 6, p1004-1024. 21p.
Autor:
Magalhães Taddeo, Marcelo1 marcelo.magalhaes@ufba.br, Salvi, Leonardo1 leomaxil@hotmail.com, Rivera-Castro, Miguel A.2 marcastro@uefs.br
Publikováno v:
Brazilian Review of Finance / Revista Brasileira de Finanças. Apr-Jun2024, Vol. 22 Issue 2, p69-92. 24p.
Autor:
Lee, Kyungsub1 (AUTHOR) ksublee@yu.ac.kr
Publikováno v:
Studies in Nonlinear Dynamics & Econometrics. Sep2024, Vol. 28 Issue 4, p605-624. 20p.
Autor:
Chang, Yuxin, Boyd, Alex, Xiao, Cao, Kass-Hout, Taha, Bhatia, Parminder, Smyth, Padhraic, Warrington, Andrew
Marked temporal point processes (MTPPs) are used to model sequences of different types of events with irregular arrival times, with broad applications ranging from healthcare and social networks to finance. We address shortcomings in existing point p
Externí odkaz:
http://arxiv.org/abs/2412.19634
A self-exciting point process with a continuous-time autoregressive moving average intensity process, named CARMA(p,q)-Hawkes model, has recently been introduced. The model generalizes the Hawkes process by substituting the Ornstein-Uhlenbeck intensi
Externí odkaz:
http://arxiv.org/abs/2412.15172
Autor:
Xu, Wei
This paper is devoted to establishing the full scaling limit theorems for multivariate Hawkes processes. Under some mild conditions on the exciting kernels, we develop a new way to prove that after a suitable time-spatial scaling, the asymptotically
Externí odkaz:
http://arxiv.org/abs/2412.14459
We investigate the nonparametric estimation problem of the density $\pi$, representing the stationary distribution of a two-dimensional system $\left(Z_t\right)_{t \in[0, T]}=\left(X_t, \lambda_t\right)_{t \in[0, T]}$. In this system, $X$ is a Hawkes
Externí odkaz:
http://arxiv.org/abs/2412.08386
Autor:
Pace, Tristan, Zitkovic, Gordan
We consider a sequence of Hawkes processes whose excitation measures may depend on the generation, and study its scaling limits in the near-unstable limiting regime. The limiting random measures, characterized via a nonlinear convolutional equation,
Externí odkaz:
http://arxiv.org/abs/2412.15999
Autor:
Liu, Qi, Liu, Yanchen, Li, Ruifeng, Cao, Chenhong, Li, Yufeng, Li, Xingyu, Wang, Peng, Feng, Runhan
The integration of intelligent and connected technologies in modern vehicles, while offering enhanced functionalities through Electronic Control Unit and interfaces like OBD-II and telematics, also exposes the vehicle's in-vehicle network (IVN) to po
Externí odkaz:
http://arxiv.org/abs/2411.10258
Autor:
MacLaurin, James
We determine the large size limit of a network of interacting Hawkes Processes on an adaptive network. The flipping of the node variables is taken to have an intensity given by the mean-field of the afferent edges and nodes. The flipping of the edge
Externí odkaz:
http://arxiv.org/abs/2411.09260