Izvorni znanstveni članak
On the Bartlett spectrum of randomized Hawkes processes
Mark Kelbert
; Department of Mathematics, University of Wales-Swansea, Singleton Park, Swansea, UK
Nikolai Leonenko
; Cardiff School of Mathematics, Cardiff University, Senghennydd Road, Cardiff, UK
Vladimir Belitsky
; IME, University of Sao Paulo, Sao Paulo, Brazil
Sažetak
We study the Bartlett spectrum of the randomized Hawkes process and demonstrate that it behaves very differently from the case of a classical Hawkes process. In particular, the Bartlett spectrum could have a singularity near the origin which indicates a long-range dependence property.
Ključne riječi
point process; Hawkes process; randomization; Bartlett spectrum; long-range dependence; Mittag-Lefler function
Hrčak ID:
110832
URI
Datum izdavanja:
19.11.2013.
Posjeta: 1.614 *