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Generating functions and stability study of multivariate self-excited epidemic processes

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  • A. Saichev
  • D. Sornette

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  • A. Saichev & D. Sornette, 2011. "Generating functions and stability study of multivariate self-excited epidemic processes," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 83(2), pages 271-282, September.
    • Handle: RePEc:spr:eurphb:v:83:y:2011:i:2:p:271-282
    DOI: 10.1140/epjb/e2011-20298-3
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    References listed on IDEAS

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    1. Luc, BAUWENS & Nikolaus, HAUTSCH, 2006. "Modelling Financial High Frequency Data Using Point Processes," Discussion Papers (ECON - Département des Sciences Economiques) 2006039, Université catholique de Louvain, Département des Sciences Economiques.
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    Cited by:

    1. Alexandre Boumezoued, 2015. "Population viewpoint on Hawkes processes," Papers 1504.06563, arXiv.org.
    2. Gabriel Koch Ocker & Krešimir Josić & Eric Shea-Brown & Michael A Buice, 2017. "Linking structure and activity in nonlinear spiking networks," PLOS Computational Biology, Public Library of Science, vol. 13(6), pages 1-47, June.
    3. Didier Sornette & Thomas Maillart & Giacomo Ghezzi, 2014. "How Much Is the Whole Really More than the Sum of Its Parts? 1 ⊞ 1 = 2.5: Superlinear Productivity in Collective Group Actions," PLOS ONE, Public Library of Science, vol. 9(8), pages 1-15, August.

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