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Hawkes, Alan Geoffrey

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Author ID: hawkes.alan-g Recent zbMATH articles by "Hawkes, Alan Geoffrey"
Published as: Hawkes, A. G.; Hawkes, Alan; Hawkes, Alan G.
External Links: MGP · dblp
Documents Indexed: 31 Publications since 1965

Publications by Year

Citations contained in zbMATH Open

24 Publications have been cited 462 times in 298 Documents Cited by Year
Spectra of some self-exciting and mutually exciting point processes. Zbl 0219.60029
Hawkes, A. G.
185
1971
A cluster process representation of a self-exciting process. Zbl 0305.60021
Hawkes, Alan G.; Oakes, David
104
1974
Point spectra of some mutually exciting point processes. Zbl 0238.60094
Hawkes, Alan G.
86
1971
A bivariate exponential distribution with applications to reliability. Zbl 0255.60064
Hawkes, Alan G.
18
1972
Availability of an \(R\)-out-of-\(N\) system with spares and repairs. Zbl 0765.60086
Fawzi, B. B.; Hawkes, Alan G.
8
1991
The distributions of the apparent open times and shut times in a single channel record when brief events cannot be detected. Zbl 0724.92003
Hawkes, A. G.; Jalali, A.; Colquhoun, D.
8
1990
A note on the proof for the optimal consecutive-\(k\)-out-of-\(n:G\) line for \(n\leqslant 2k\). Zbl 1165.90007
Cui, Lirong; Hawkes, Alan G.
7
2008
Spectra of some mutually exciting point processes with associated variables. Zbl 0262.60036
Hawkes, A. G.
7
1972
Generalised eigenproblems arising in aggregated Markov processes allowing for time interval omission. Zbl 0754.60095
Jalali, Assad; Hawkes, Alan G.
5
1992
The optimal consecutive-\(k\)-out-of-\(n\):\(G\) line for \(n \leqslant 2k\). Zbl 1140.90365
Jalali, A.; Hawkes, A. G.; Cui, L. R.; Hwang, F. K.
4
2005
The distribution of apparent occupancy times in a two-state Markov process in which brief events cannot be detected. Zbl 0755.60060
Jalali, Assad; Hawkes, Alan G.
4
1992
Time-dependent solution of a priority queue with bulk arrival. Zbl 0134.14403
Hawkes, A. G.
4
1965
Performance of information criteria for selection of Hawkes process models of financial data. Zbl 1405.62137
Chen, J.; Hawkes, A. G.; Scalas, E.; Trinh, M.
3
2018
Joint distributions of apparent open and shut times of single-ion channels and maximum likelihood fitting of mechanisms. Zbl 0887.60099
Colquhoun, D.; Hawkes, A. G.; Srodzinski, K.
3
1996
Queueing for gaps in traffic. Zbl 0142.17803
Hawkes, A. G.
3
1965
Properties of single ion channel currents elicited by a pulse of agonist concentration or voltage. Zbl 1067.92501
Colquhoun, D.; Hawkes, A. G.; Merlushkin, A.; Edmonds, B.
2
1997
The increasing failure rate property of consecutive-\(k\)-out-of-\(n\) systems. Zbl 1335.60166
Cui, Lirong; Hawkes, Alan G.; Jalali, Assad
2
1995
Availability of a series system with replacement and repair. Zbl 0719.60097
Fawzi, B. B.; Hawkes, A. G.
2
1990
Gap-acceptance in road traffic. Zbl 0162.23403
Hawkes, A. G.
2
1968
Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events. Zbl 1400.91569
Yang, Steve Y.; Liu, Anqi; Chen, Jing; Hawkes, Alan
1
2018
A slightly depressing jump model: intraday volatility pattern simulation. Zbl 1400.91551
Khashanah, Khaldoun; Chen, Jing; Hawkes, Alan
1
2018
Statistical assumptions underlying the fitting of the Michaëlis-Menten equation. Zbl 0939.62118
Pasaribu, U. S.; Hawkes, A. G.; Wainwright, S. J.
1
1999
Bunching in a semi-Markov process. Zbl 0227.60050
Hawkes, A. G.
1
1970
Delay at traffic intersections. Zbl 0144.43601
Hawkes, A. G.
1
1966
Performance of information criteria for selection of Hawkes process models of financial data. Zbl 1405.62137
Chen, J.; Hawkes, A. G.; Scalas, E.; Trinh, M.
3
2018
Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events. Zbl 1400.91569
Yang, Steve Y.; Liu, Anqi; Chen, Jing; Hawkes, Alan
1
2018
A slightly depressing jump model: intraday volatility pattern simulation. Zbl 1400.91551
Khashanah, Khaldoun; Chen, Jing; Hawkes, Alan
1
2018
A note on the proof for the optimal consecutive-\(k\)-out-of-\(n:G\) line for \(n\leqslant 2k\). Zbl 1165.90007
Cui, Lirong; Hawkes, Alan G.
7
2008
The optimal consecutive-\(k\)-out-of-\(n\):\(G\) line for \(n \leqslant 2k\). Zbl 1140.90365
Jalali, A.; Hawkes, A. G.; Cui, L. R.; Hwang, F. K.
4
2005
Statistical assumptions underlying the fitting of the Michaëlis-Menten equation. Zbl 0939.62118
Pasaribu, U. S.; Hawkes, A. G.; Wainwright, S. J.
1
1999
Properties of single ion channel currents elicited by a pulse of agonist concentration or voltage. Zbl 1067.92501
Colquhoun, D.; Hawkes, A. G.; Merlushkin, A.; Edmonds, B.
2
1997
Joint distributions of apparent open and shut times of single-ion channels and maximum likelihood fitting of mechanisms. Zbl 0887.60099
Colquhoun, D.; Hawkes, A. G.; Srodzinski, K.
3
1996
The increasing failure rate property of consecutive-\(k\)-out-of-\(n\) systems. Zbl 1335.60166
Cui, Lirong; Hawkes, Alan G.; Jalali, Assad
2
1995
Generalised eigenproblems arising in aggregated Markov processes allowing for time interval omission. Zbl 0754.60095
Jalali, Assad; Hawkes, Alan G.
5
1992
The distribution of apparent occupancy times in a two-state Markov process in which brief events cannot be detected. Zbl 0755.60060
Jalali, Assad; Hawkes, Alan G.
4
1992
Availability of an \(R\)-out-of-\(N\) system with spares and repairs. Zbl 0765.60086
Fawzi, B. B.; Hawkes, Alan G.
8
1991
The distributions of the apparent open times and shut times in a single channel record when brief events cannot be detected. Zbl 0724.92003
Hawkes, A. G.; Jalali, A.; Colquhoun, D.
8
1990
Availability of a series system with replacement and repair. Zbl 0719.60097
Fawzi, B. B.; Hawkes, A. G.
2
1990
A cluster process representation of a self-exciting process. Zbl 0305.60021
Hawkes, Alan G.; Oakes, David
104
1974
A bivariate exponential distribution with applications to reliability. Zbl 0255.60064
Hawkes, Alan G.
18
1972
Spectra of some mutually exciting point processes with associated variables. Zbl 0262.60036
Hawkes, A. G.
7
1972
Spectra of some self-exciting and mutually exciting point processes. Zbl 0219.60029
Hawkes, A. G.
185
1971
Point spectra of some mutually exciting point processes. Zbl 0238.60094
Hawkes, Alan G.
86
1971
Bunching in a semi-Markov process. Zbl 0227.60050
Hawkes, A. G.
1
1970
Gap-acceptance in road traffic. Zbl 0162.23403
Hawkes, A. G.
2
1968
Delay at traffic intersections. Zbl 0144.43601
Hawkes, A. G.
1
1966
Time-dependent solution of a priority queue with bulk arrival. Zbl 0134.14403
Hawkes, A. G.
4
1965
Queueing for gaps in traffic. Zbl 0142.17803
Hawkes, A. G.
3
1965
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Cited by 468 Authors

12 Zhu, Lingjiong
10 Cui, Lirong
10 Löcherbach, Eva
9 Hainaut, Donatien
8 Seol, Youngsoo
7 Bacry, Emmanuel
6 Dassios, Angelos
6 Eryılmaz, Serkan N.
6 Muzy, Jean-François
5 Chen, Feng
5 Chevallier, Julien
5 Gilson, Matthieu
5 Hawkes, Alan Geoffrey
5 Moller, Jesper
5 Ogata, Yosihiko
5 Schoenberg, Frederic Paik
5 Zhao, Hongbiao
4 Achcar, Jorge Alberto
4 Burkitt, Anthony N.
4 Delattre, Sylvain
4 Gao, Xuefeng
4 Hoffmann, Marc R.
4 Jaisson, Thibault
4 Reynaud-Bouret, Patricia
4 Rosenbaum, Mathieu
3 Abergel, Frédéric
3 Ball, Frank G.
3 Cha, Ji Hwan
3 Grayden, David B.
3 Kirchner, Matthias
3 Lee, Hyunju
3 Lillo, Fabrizio
3 Mandjes, Michel Robertus Hendrikus
3 Milne, Robin K.
3 Rasmussen, Jakob Gulddahl
3 Sansonnet, Laure
3 Scotti, Simone
3 Sornette, Didier
3 Torrisi, Giovanni Luca
3 van Hemmen, J. Leo
2 Achab, Massil
2 Barron, Yonit
2 Bernis, Guillaume
2 Blanc, Pierre
2 Bormetti, Giacomo
2 Bouchaud, Jean-Philippe
2 Boxma, Onno Johan
2 Calcagnile, Lucio Maria
2 Clinet, Simon
2 Cuchiero, Christa
2 Deelstra, Griselda
2 Dion, Charlotte
2 Ditlevsen, Susanne
2 El Euch, Omar
2 Filimonov, Vladimir A.
2 Fournier, Nicolas G.
2 Frostig, Esther
2 Gaïffas, Stéphane
2 Gao, Fuqing
2 Gourieroux, Christian
2 Hansen, Niels Richard
2 Harrigan, Ryan J.
2 Horst, Ulrich
2 Jang, Jiwook
2 Ke, Jauchuan
2 Koops, David T.
2 Laeven, Roger J. A.
2 Lemler, Sarah
2 Levikson, Benny
2 Lin, Fengchang
2 Ma, Yong
2 Marmi, Stefano
2 Massoulié, Laurent
2 Meyer, Sebastian
2 Nekouzadeh, Ali
2 Ost, Guilherme
2 Pelizzon, Loriana
2 Porfiri, Maurizio
2 Porter, Michael D.
2 Raad, Mads Bonde
2 Rambaldi, Marcello
2 Rivoirard, Vincent
2 Rizzo, Alessandro
2 Rudy, Yoram
2 Solo, Victor
2 Stindl, Tom
2 Takahashi, Yoshitaka
2 Teichmann, Josef
2 Thomas, Doreen Anne
2 Treccani, Michele
2 van den Boogaard, Henk F. P.
2 Vanderperre, Edmond J.
2 Wang, Liying
2 Wheatley, Spencer
2 White, Gentry
2 Xu, Wei
2 Yao, Nian
2 Yeo, Geoffrey F.
2 Zino, Lorenzo
1 Abhishek, Aakash
...and 368 more Authors
all top 5

Cited in 103 Serials

25 Quantitative Finance
16 Stochastic Processes and their Applications
12 Journal of Econometrics
10 Advances in Applied Probability
10 Insurance Mathematics & Economics
9 Annals of the Institute of Statistical Mathematics
9 Statistics & Probability Letters
7 Biological Cybernetics
6 Journal of Applied Probability
6 European Journal of Operational Research
6 Computational Statistics and Data Analysis
6 Methodology and Computing in Applied Probability
6 Journal of Machine Learning Research (JMLR)
6 The Annals of Applied Statistics
5 Mathematical Biosciences
5 Journal of Statistical Planning and Inference
5 Statistics and Computing
4 Journal of Multivariate Analysis
4 The Annals of Applied Probability
4 Communications in Statistics. Simulation and Computation
4 Bernoulli
4 Journal of Applied Statistics
3 Journal of Statistical Physics
3 Journal of Time Series Analysis
3 Statistical Science
3 Journal of Economic Dynamics & Control
3 Queueing Systems
3 Applied Mathematical Modelling
3 Communications in Statistics. Theory and Methods
3 Lifetime Data Analysis
3 Finance and Stochastics
3 Stochastic Models
3 SIAM Journal on Financial Mathematics
2 The Annals of Statistics
2 Biometrics
2 Journal of Computational and Applied Mathematics
2 Journal of Soviet Mathematics
2 Operations Research Letters
2 Asia-Pacific Journal of Operational Research
2 Journal of Theoretical Probability
2 Mathematical and Computer Modelling
2 European Journal of Applied Mathematics
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Australian & New Zealand Journal of Statistics
2 International Journal of Theoretical and Applied Finance
2 Extremes
2 Statistical Inference for Stochastic Processes
2 Acta Mathematica Sinica. English Series
2 SIAM Journal on Applied Dynamical Systems
2 Mathematics and Financial Economics
2 Electronic Journal of Statistics
2 Journal of Theoretical Biology
2 Japanese Journal of Statistics and Data Science
1 The Canadian Journal of Statistics
1 Journal of Mathematical Analysis and Applications
1 Metrika
1 Psychometrika
1 Rocky Mountain Journal of Mathematics
1 Scandinavian Journal of Statistics
1 Theory of Probability and its Applications
1 Applied Mathematics and Computation
1 Automatica
1 Journal of the Korean Mathematical Society
1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1 Computers & Operations Research
1 Journal of Applied Mathematics and Stochastic Analysis
1 Annals of Operations Research
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 International Journal of Computer Mathematics
1 Journal of Statistical Computation and Simulation
1 SIAM Journal on Scientific Computing
1 Theory of Probability and Mathematical Statistics
1 Statistical Papers
1 Journal of Mathematical Sciences (New York)
1 Complexity
1 Electronic Communications in Probability
1 Journal of Nonparametric Statistics
1 Mathematical Problems in Engineering
1 European Journal of Control
1 Mathematical Finance
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
1 Mathematical Methods of Operations Research
1 Journal of Applied Mathematics and Decision Sciences
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Stochastic Environmental Research and Risk Assessment
1 RAIRO. Operations Research
1 Applied Stochastic Models in Business and Industry
1 The ANZIAM Journal
1 Journal of Evolution Equations
1 Advances and Applications in Statistics
1 Decisions in Economics and Finance
1 Analysis and Applications (Singapore)
1 Journal of Statistical Mechanics: Theory and Experiment
1 Journal of Industrial and Management Optimization
1 Journal of the Korean Statistical Society
1 Networks and Heterogeneous Media
1 Journal of the Italian Statistical Society
1 Sankhyā. Series B
1 The Journal of Mathematical Neuroscience
1 Annals of Finance
...and 3 more Serials

Citations by Year