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Date: 27-3-2021
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Date: 3-4-2021
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Date: 25-4-2021
1490
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A point process is called self-exciting if
for where here, denotes the covariance of the two quantities. Intuitively, a process is self-exciting if the occurrence of past points makes the occurrence of future points more probable.
REFERENCES:
Schoenberg, F. P. "Introduction to Point Processes."
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