ESAIM: Probability and Statistics (ESAIM: P&S)

Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels

Aline Duarte, Eva Löcherbach and Guilherme Ost

ESAIM: PS, 23 (2019) 770-796

Published online: 20 December 2019

DOI: 10.1051/ps/2019005

Aline Duarte

Eva Löcherbach

Guilherme Ost

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