yuima.Hawkes

yuima.Hawkes-class

initialize,yuima.Hawkes-method

simulate,yuima.Hawkes-method

The <code>yuima.Hawkes-class</code> is a class of the yuima package that extends the <code>yuima.PPR-class</code>. The object of this class contains all the information about the Hawkes process with exponential kernel.
An object of this class can be created by calls of the function <code>setHawkes</code>.

Simulation and Inference for SDEs and Other Stochastic Processes.

Stefano M. Iacus

yuima

The YUIMA Project Package for SDEs

yuima.Hawkes function

Class for a mathematical description of a Point Process — yuima.Hawkes

Class for a mathematical description of a Point Process

yuima.Hawkes: Class for a mathematical description of a Point Process

Description

Arguments