Large Deviations of Poisson Cluster Processes
نویسندگان
چکیده
منابع مشابه
Large Deviations of Poisson Cluster Processes
Poisson cluster processes are one of the most important classes of point process models (see Daley and Vere-Jones[7] and Møller; Waagepetersen[24]). They are natural models for the location of objects in the space, and are widely used in point process studies whether theoretical or applied. Very popular and versatile Poisson cluster processes are the so-called self-exciting or Hawkes processes ...
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ژورنال
عنوان ژورنال: Stochastic Models
سال: 2007
ISSN: 1532-6349,1532-4214
DOI: 10.1080/15326340701645959