A cluster process representation of a self-exciting process 论文
1974Journal of Applied Probability引用 747
Point processes and geometric inequalitiesDiffusion and Search DynamicsBayesian Methods and Mixture Models
摘要
It is shown that all stationary self-exciting point processes with finite intensity may be represented as Poisson cluster processes which are age-dependent immigration-birth processes, and their existence is established. This result is used to derive some counting and interval properties of these processes using the probability generating functional.