Class information for:
Level 1: HAWKES PROCESS//SELF EXCITING PROCESS//DYNAMIC CONTAGION PROCESS

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
32553 137 27.3 40%


Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
15 4 MATHEMATICS//MATHEMATICS, APPLIED//MATH 719832
383 3       STATISTICS & PROBABILITY//ANNALS OF PROBABILITY//STOCHASTIC PROCESSES AND THEIR APPLICATIONS 31557
2533 2             RUIN PROBABILITY//INSURANCE MATHEMATICS & ECONOMICS//SUBEXPONENTIAL DISTRIBUTION 3782
32553 1                   HAWKES PROCESS//SELF EXCITING PROCESS//DYNAMIC CONTAGION PROCESS 137

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 HAWKES PROCESS authKW 8524042 41% 68% 56
2 SELF EXCITING PROCESS authKW 1985713 10% 64% 14
3 DYNAMIC CONTAGION PROCESS authKW 668662 2% 100% 3
4 STRESS RELEASE PROCESS authKW 668662 2% 100% 3
5 UNPREDICTABLE MARKS authKW 668662 2% 100% 3
6 MULTIVARIATE HAWKES PROCESSES authKW 445774 1% 100% 2
7 SELF AND MUTUALLY EXCITING PROCESSES authKW 445774 1% 100% 2
8 CHAIR QUANTITAT FINANCE address 334328 2% 50% 3
9 BARTLETT SPECTRUM authKW 250744 2% 38% 3
10 STOCHASTIC INTENSITY authKW 250738 4% 19% 6

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 Statistics & Probability 7952 58% 0% 80
2 Social Sciences, Mathematical Methods 2288 16% 0% 22
3 Business, Finance 1168 14% 0% 19
4 Mathematics, Interdisciplinary Applications 793 18% 0% 24
5 Economics 366 18% 0% 25
6 Physics, Mathematical 47 6% 0% 8
7 Physics, Fluids & Plasmas 34 4% 0% 6
8 Mathematics, Applied 18 6% 0% 8
9 Mathematical & Computational Biology 14 2% 0% 3
10 Computer Science, Interdisciplinary Applications 10 3% 0% 4

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 CHAIR QUANTITAT FINANCE 334328 2% 50% 3
2 DIPARTIMENTO MATEMAT PLICAZ ECON FINANZIARIE 222887 1% 100% 1
3 ECON WANG YANAN STUDIES ECON 222887 1% 100% 1
4 EFX QUANTITAT TRADING 222887 1% 100% 1
5 INSITUT MINES TELECOM 222887 1% 100% 1
6 PL CALCOLO MAURO PICONE 222887 1% 100% 1
7 IMMAQ 111443 1% 50% 1
8 LSAF EA2429 111443 1% 50% 1
9 PROJET CLASS 111443 1% 50% 1
10 EQUIPE PROBABILITIES STAT 74294 1% 33% 1

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 STOCHASTIC PROCESSES AND THEIR APPLICATIONS 14794 11% 0% 15
2 JOURNAL OF APPLIED PROBABILITY 12594 10% 0% 14
3 QUANTITATIVE FINANCE 11059 6% 1% 8
4 SIAM JOURNAL ON FINANCIAL MATHEMATICS 8458 2% 1% 3
5 ADVANCES IN APPLIED PROBABILITY 5642 5% 0% 7
6 INSURANCE MATHEMATICS & ECONOMICS 5111 5% 0% 7
7 REVUE ROUMAINE DE MATHEMATIQUES PURES ET APPLIQUEES 4124 1% 1% 2
8 ANNALS OF APPLIED PROBABILITY 3747 4% 0% 5
9 METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY 3551 2% 1% 3
10 STOCHASTIC MODELS 1995 1% 0% 2

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 HAWKES PROCESS 8524042 41% 68% 56 Search HAWKES+PROCESS Search HAWKES+PROCESS
2 SELF EXCITING PROCESS 1985713 10% 64% 14 Search SELF+EXCITING+PROCESS Search SELF+EXCITING+PROCESS
3 DYNAMIC CONTAGION PROCESS 668662 2% 100% 3 Search DYNAMIC+CONTAGION+PROCESS Search DYNAMIC+CONTAGION+PROCESS
4 STRESS RELEASE PROCESS 668662 2% 100% 3 Search STRESS+RELEASE+PROCESS Search STRESS+RELEASE+PROCESS
5 UNPREDICTABLE MARKS 668662 2% 100% 3 Search UNPREDICTABLE+MARKS Search UNPREDICTABLE+MARKS
6 MULTIVARIATE HAWKES PROCESSES 445774 1% 100% 2 Search MULTIVARIATE+HAWKES+PROCESSES Search MULTIVARIATE+HAWKES+PROCESSES
7 SELF AND MUTUALLY EXCITING PROCESSES 445774 1% 100% 2 Search SELF+AND+MUTUALLY+EXCITING+PROCESSES Search SELF+AND+MUTUALLY+EXCITING+PROCESSES
8 BARTLETT SPECTRUM 250744 2% 38% 3 Search BARTLETT+SPECTRUM Search BARTLETT+SPECTRUM
9 STOCHASTIC INTENSITY 250738 4% 19% 6 Search STOCHASTIC+INTENSITY Search STOCHASTIC+INTENSITY
10 POINT PROCESSES 226618 14% 5% 19 Search POINT+PROCESSES Search POINT+PROCESSES

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 SEOL, Y , (2017) LIMIT THEOREMS FOR INVERSE PROCESS T-N OF HAWKES PROCESS.ACTA MATHEMATICA SINICA-ENGLISH SERIES. VOL. 33. ISSUE 1. P. 51 -60 14 93% 0
2 TORRISI, GL , (2016) GAUSSIAN APPROXIMATION OF NONLINEAR HAWKES PROCESSES.ANNALS OF APPLIED PROBABILITY. VOL. 26. ISSUE 4. P. 2106 -2140 17 55% 0
3 DELATTRE, S , FOURNIER, N , HOFFMANN, M , (2016) HAWKES PROCESSES ON LARGE NETWORKS.ANNALS OF APPLIED PROBABILITY. VOL. 26. ISSUE 1. P. 216 -261 13 65% 1
4 JAISSON, T , ROSENBAUM, M , (2016) ROUGH FRACTIONAL DIFFUSIONS AS SCALING LIMITS OF NEARLY UNSTABLE HEAVY TAILED HAWKES PROCESSES.ANNALS OF APPLIED PROBABILITY. VOL. 26. ISSUE 5. P. 2860 -2882 14 64% 0
5 KARABASH, D , ZHU, LJ , (2015) LIMIT THEOREMS FOR MARKED HAWKES PROCESSES WITH APPLICATION TO A RISK MODEL.STOCHASTIC MODELS. VOL. 31. ISSUE 3. P. 433 -451 11 79% 1
6 ROUEFF, F , VON SACHS, R , SANSONNET, L , (2016) LOCALLY STATIONARY HAWKES PROCESSES.STOCHASTIC PROCESSES AND THEIR APPLICATIONS. VOL. 126. ISSUE 6. P. 1710 -1743 10 77% 0
7 FIERRO, R , (2015) FUNCTIONAL LIMIT THEOREMS FOR THE MULTIVARIATE HAWKES PROCESS WITH DIFFERENT EXCITING FUNCTIONS.ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS. VOL. 12. ISSUE 1. P. 477 -489 10 77% 0
8 SEOL, Y , (2015) LIMIT THEOREMS FOR DISCRETE HAWKES PROCESSES.STATISTICS & PROBABILITY LETTERS. VOL. 99. ISSUE . P. 223 -229 9 82% 0
9 ZHU, LJ , (2014) LIMIT THEOREMS FOR A COX-INGERSOLL-ROSS PROCESS WITH HAWKES JUMPS.JOURNAL OF APPLIED PROBABILITY. VOL. 51. ISSUE 3. P. 699 -712 10 71% 4
10 DELATTRE, S , FOURNIER, N , (2016) STATISTICAL INFERENCE VERSUS MEAN FIELD LIMIT FOR HAWKES PROCESSES.ELECTRONIC JOURNAL OF STATISTICS. VOL. 10. ISSUE 1. P. 1223 -1295 10 63% 0

Classes with closest relation at Level 1


Rank Class id link
1 35686 ONE PARAMETER FAMILY OF SOLUTIONS//MOMENT INDEX//SUBMULTIPLICATIVE FUNCTION
2 664 STATISTICAL SEISMOLOGY//EARTHQUAKE PREDICTION//B VALUE
3 11703 SPATIAL POINT PROCESS//BOOLEAN MODEL//K FUNCTION
4 8208 CREDIT DEFAULT SWAPS//CREDIT RISK//CREDIT SPREADS
5 7014 HIGH FREQUENCY DATA//REALIZED VOLATILITY//MICROSTRUCTURE NOISE
6 21954 GROWTH FRAGMENTATION EQUATIONS//STEADY SIZE DISTRIBUTIONS//CELL DIVISION EQUATION
7 28669 FINITARY ISOMORPHISM//SHIFT COUPLING//PALM MEASURE
8 21423 LOCAL ASYMPTOTIC MIXED NORMALITY//ESTIMATING FUNCTION//BROWNIAN FLOWS
9 16613 CLOSED QUEUEING NETWORKS//MEAN VALUE ANALYSIS//PERFORMANCE EVALUATION
10 24163 ANALOG DIGITAL SAMPLING//BUNCHING AND ANTIBUNCHING EFFECTS OF PHOTONS//CASCADED POISSON PROCESS

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