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Essays on Mutually Exciting Point Processes

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posted on 2023-05-09, 14:44 authored by R.S. KarimR.S. Karim

Thesis with research questions: What are the mathematical properties of multivariate Hawkes processes? Is it possible to characterize the joint distribution in a general, non-Markovian, setting?

History

Retention period

2099-12-31

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Amsterdam School of Economics Research Institute (ASE-RI)

Keywords

thesis RDMP mathematical properties multivariate Hawkes processes

Licence

CC BY 4.0