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Regular version of the site

Article

On the Bartlett spectrum of randomized Hawkes processes

Mathematical Communications. 2013. Vol. 18. No. 2. P. 393-407.
Kelbert M., Leonenko N., Belitsky V.

We study the Bartlett spectrum of randomized Hawkes process and demonstrate that it behave very diffrently from

the case of classical Hawkes process. In particular, the Bartlett spectrum coulod have a singularity near the origin which

indicates a long-range dependence property.