Self-exciting negative binomial distribution process and critical properties of intensity distribution
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DOI: 10.1007/s40844-023-00261-z
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- Mieko Tanaka-Yamawaki, 2024. "Special issue: Data-driven mathematical sciences and econophysics," Evolutionary and Institutional Economics Review, Springer, vol. 21(2), pages 199-201, September.
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Keywords
Hawkes process; Critical property; Negative binomial distribution;All these keywords.
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