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2208.02659
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A Hawkes model with CARMA(p,q) intensity
4 August 2022
Lorenzo Mercuri
Andrea Perchiazzo
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Papers citing
"A Hawkes model with CARMA(p,q) intensity"
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Simulation thinning algorithm for a CARMA(p,q)-Hawkes model
Lorenzo Mercuri
Andrea Perchiazzo
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05 Feb 2024
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