This is a preview. Log in through your library . Abstract We give (i) the Cramér power spectral measure of the general shot noise process with random excitation and non-Poisson stationary driving ...

Hawkes processes represent a class of self-exciting point processes wherein each event increases the likelihood of subsequent events occurring over a short period. Initially developed by Alan Hawkes ...

Consider a pair of point processes, X and Y, where X is regarded as a `true' point process and Y is an imperfect observation of X. For the transformation from X to Y, we consider a number of ...