Multivariate representations of univariate marked Hawkes processes

Louis Davis, Conor Kresin, Boris Baeumer, Ting Wang

Open source

DOI: 10.1111/sjos.70030
Published: 2025-11-10
Container: Scandinavian Journal of Statistics
Publisher: Wiley
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1111/sjos.70030,
  title = {Multivariate representations of univariate marked Hawkes processes},
  author = {Louis Davis and Conor Kresin and Boris Baeumer and Ting Wang},
  year = {2025},
  journal = {Scandinavian Journal of Statistics},
  doi = {10.1111/sjos.70030},
  url = {https://doi.org/10.1111/sjos.70030}
}

RIS

TY  - JOUR
TI  - Multivariate representations of univariate marked Hawkes processes
AU  - Louis Davis
AU  - Conor Kresin
AU  - Boris Baeumer
AU  - Ting Wang
PY  - 2025
JO  - Scandinavian Journal of Statistics
DO  - 10.1111/sjos.70030
UR  - https://doi.org/10.1111/sjos.70030
ER  -

APA

Davis, L., Kresin, C., Baeumer, B., & Wang, T. (2025). Multivariate representations of univariate marked Hawkes processes. Scandinavian Journal of Statistics. https://doi.org/10.1111/sjos.70030

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crossref · retrieved 2026-09-25T04:07:24.923Z