Xiaowei Zhang, Peter W. Glynn, Kay Giesecke, Jose Blanchet. Rare Event Simulation for a Generalized Hawkes Process. In Ann Dunkin, Ricki G. Ingalls, Enver Yücesan, Manuel D. Rossetti, Ray Hill, Björn Johansson, editors, Proceedings of the 2009 Winter Simulation Conference, WSC 2009, Hilton Austin Hotel, Austin, TX, USA, December 13-16, 2009. pages 1291-1298, WSC, 2009. [doi]
@inproceedings{ZhangGGB09,
title = {Rare Event Simulation for a Generalized Hawkes Process},
author = {Xiaowei Zhang and Peter W. Glynn and Kay Giesecke and Jose Blanchet},
year = {2009},
doi = {10.1109/WSC.2009.5429693},
url = {http://dx.doi.org/10.1109/WSC.2009.5429693},
researchr = {https://researchr.org/publication/ZhangGGB09},
cites = {0},
citedby = {0},
pages = {1291-1298},
booktitle = {Proceedings of the 2009 Winter Simulation Conference, WSC 2009, Hilton Austin Hotel, Austin, TX, USA, December 13-16, 2009},
editor = {Ann Dunkin and Ricki G. Ingalls and Enver Yücesan and Manuel D. Rossetti and Ray Hill and Björn Johansson},
publisher = {WSC},
}