(Almost) complete characterization of the stability of a discrete-time Hawkes process with inhibition and memory of length two

Manon Costa, Pascal Maillard, Anthony Muraro. (Almost) complete characterization of the stability of a discrete-time Hawkes process with inhibition and memory of length two. J. Applied Probability, 61(4):1463-1484, 2024. [doi]

Abstract

Abstract is missing.