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A personal history of Hawkes process

Hawkes, Alan and Chen, Jing ORCID: 2021. A personal history of Hawkes process. Proceedings of the Institute of Statistical Mathematics (統計数理) 69 (2) , pp. 123-143.

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This paper is based on an interview with Alan Hawkes about the series of five papers published 1971–1974 on self-exciting and mutually-exciting point processes that came to be known as Hawkes processes. This is supplemented by additional material describing the background before the papers were published, why it was 40 years before he returned to the subject of Hawkes processes and some of the things that have since been achieved.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Date of First Compliant Deposit: 18 June 2021
Date of Acceptance: 25 May 2021
Last Modified: 12 Feb 2024 08:43

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