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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
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Document Date: 2004-12-03 03:46:02

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Company

Cox / /

Country

Denmark / /

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Facility

Aalborg University / /

IndustryTerm

modified thinning algorithm / simulation algorithm / /

Organization

Department of Mathematical Sciences / Aalborg University / /

Person

JAKOB G. RASMUSSEN / Fredrik Bajers Vej / Consider / /

Position

Rt / /

Technology

simulation algorithm / SIMULATION / modified thinning algorithm / thinning algorithm / following simulation algorithm / /

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