On the Bartlett spectrum of randomized Hawkes processes

Kelbert, Mark; Leonenko, Nikolai; Belitsky, Vladimir

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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

On the Bartlett spectrum of randomized Hawkes processes

Author(s):	Kelbert, Mark ^[1] ; Leonenko, Nikolai ^[2] ; Belitsky, Vladimir ^[3] Total Authors: 3
Affiliation:	^[1] Univ Wales Swansea, Dept Math, Swansea SA2 8PP, W Glam - Wales ^[2] Cardiff Univ, Cardiff Sch Math, Cardiff CF24 4AG, S Glam - Wales ^[3] Univ Sao Paulo, IME, Sao Paulo - Brazil Total Affiliations: 3
Document type:	Journal article
Source:	Mathematical Communications; v. 18, n. 2, p. 393-407, NOV 2013.
Web of Science Citations:	1
Abstract
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. (AU)

FAPESP's process:	11/20133-0 - Absence of continuous symmetry-breaking in 2-dimensional quantum systems
Grantee:	Anatoli Iambartsev
Support Opportunities:	Research Grants - Visiting Researcher Grant - International

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