On the Bartlett spectrum of randomized Hawkes processes
Kelbert, Mark ; Leonenko, Nikolai ; Belitsky, Vladimir
Mathematical Communications, Tome 18 (2013) no. 1, p. 393-407 / Harvested from Mathematical Communications
Text on Mathematical Communications
We study the Bartlett spectrum of the randomized Hawkes process and demonstrate that it behaves very differently from the case of a classical Hawkes process. In particular, the Bartlett spectrum could have a singularity near the origin which indicates a long-range dependence property.
Publié le : 2013-11-12
Classification:  point process, Hawkes process, randomization, Bartlett spectrum, long-range dependence,  60G12, 60G55 
@article{mc83,
     author = {Kelbert, Mark and Leonenko, Nikolai and Belitsky, Vladimir},
     title = {On the Bartlett spectrum of randomized Hawkes processes},
     journal = {Mathematical Communications},
     volume = {18},
     number = {1},
     year = {2013},
     pages = { 393-407},
     language = {eng},
     url = {http://dml.mathdoc.fr/item/mc83}
}

Kelbert, Mark; Leonenko, Nikolai; Belitsky, Vladimir. On the Bartlett spectrum of randomized Hawkes processes. Mathematical Communications, Tome 18 (2013) no. 1, pp.  393-407. http://gdmltest.u-ga.fr/item/mc83/