The rough Hawkes process
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- Hainaut, Donatien, 2021. "Moment generating function of non-Markov self-excited claims processes," LIDAM Reprints ISBA 2021046, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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Keywords
Self-excited process ; Hawkes process ; point process;All these keywords.
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