Agathe-Nerine, Zoé Multivariate Hawkes processes on inhomogeneous random graphs. (English) Zbl 1502.05226 Stochastic Processes Appl. 152, 86-148 (2022). Reviewer: Ágnes Backhausz (Budapest) MSC: 05C80 44A35 92B20 68T07 PDFBibTeX XMLCite \textit{Z. Agathe-Nerine}, Stochastic Processes Appl. 152, 86--148 (2022; Zbl 1502.05226) Full Text: DOI arXiv
Hofert, Marius A stochastic representation and sampling algorithm for nested Archimedean copulas. (English) Zbl 1271.60026 J. Stat. Comput. Simulation 82, No. 9, 1239-1255 (2012). MSC: 60E05 62E15 00A72 65C10 44A10 PDFBibTeX XMLCite \textit{M. Hofert}, J. Stat. Comput. Simulation 82, No. 9, 1239--1255 (2012; Zbl 1271.60026) Full Text: DOI