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01/17/2023
Self-exciting negative binomial distribution process and critical properties of intensity distribution
We study the continuous time limit of a self-exciting negative binomial ...
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05/20/2022
Multi-Dimensional self exciting NBD process and Default portfolios
In this article we apply the multi dimensional self exciting negative bi...
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12/30/2021
From the multi-terms urn model to the self-exciting negative binomial distribution and Hawkes processes
This study considers a new multi-term urn process that has a correlation...
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10/12/2018
Mean field voter model on networks and multi-variate beta distribution
The regional characteristics of elections show a strong spatial correlat...
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03/13/2015