Point Spectra of Some Mutually Exciting Point Processes
- 1 October 1971
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 33 (3) , 438-443
- https://doi.org/10.1111/j.2517-6161.1971.tb01530.x
Abstract
Summary: The point spectral matrix is obtained for a class of mutually exciting point processes. The solution makes use of methods similar to those used in solving Wiener–Hopf integral equations.This publication has 2 references indexed in Scilit:
- Spectra of some self-exciting and mutually exciting point processesBiometrika, 1971
- The Spectral Analysis of Point ProcessesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1963