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On the Bartlett spectrum of randomized Hawkes processes
Mathematical Communications. 2013. Vol. 18. No. 2. P. 393–407.
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.