Kirchner, Matthias (2026). Palm versions of Hawkes processes (In Press). Statistics & Probability Letters, 227, p. 110531 Elsevier. 10.1016/j.spl.2025.110531
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This brief paper identifies the Palm distribution of a linear Hawkes process. The textbook example for Palm distributions is the Palm version of a stationary Poisson process that corresponds to the original process plus a point in zero. The present result generalizes this example in a more complex but nevertheless tractable way. As a next step, we derive the intensity measure of the Palm version of a Hawkes process and show how it could be used for estimation. Finally, we discuss further possible applications to the theory of Hawkes processes.
Item Type: |
Journal Article (Original Article) |
|---|---|
PHBern Contributor: |
Kirchner, Matthias |
ISSN: |
0167-7152 |
Publisher: |
Elsevier |
Language: |
English |
Submitter: |
Matthias Kirchner |
Date Deposited: |
05 Sep 2025 12:17 |
Last Modified: |
08 Sep 2025 07:07 |
Publisher DOI: |
10.1016/j.spl.2025.110531 |
PHBern DOI: |
10.57694/7838 |
URI: |
https://phrepo.phbern.ch/id/eprint/7838 |
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