Abstract
We generalise the construction of multivariate Hawkes processes to a possibly infinite network of counting processes on a directed graph
We next investigate how to approximate a standard
We finally consider the case
Citation
Sylvain Delattre. Nicolas Fournier. Marc Hoffmann. "Hawkes processes on large networks." Ann. Appl. Probab. 26 (1) 216 - 261, February 2016. https://doi.org/10.1214/14-AAP1089
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