3 DecemberAPPROXIMATE SIMULATION OF HAWKES PROCESSES JESPER MØLLER,∗ Aalborg University JAKOB G. RASMUSSEN,∗∗ Aalborg University

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Date: 2004-12-03 03:46:02 Stochastic processes Poisson process Convolution Gamma distribution Statistics Mathematical analysis Mathematics		3 DecemberAPPROXIMATE SIMULATION OF HAWKES PROCESSES JESPER MØLLER,∗ Aalborg University JAKOB G. RASMUSSEN,∗∗ Aalborg University Add to Reading List Source URL: people.math.aau.dk Download Document from Source Website File Size: 935,72 KB Share Document on Facebook