tick.hawkes.HawkesKernelExp¶

class tick.hawkes.HawkesKernelExp(intensity, decay)[source]¶

Hawkes kernel with exponential decay

\[\phi(t) = \alpha \beta \exp (- \beta t) 1_{t > 0}\]

where \(\alpha\) is the intensity of the kernel and \(\beta\) its decay.

Parameters:

intensity : float

Intensity of the kernel, also noted \(\alpha\)

decay : float

Decay of the kernel, also noted \(\beta\)

Examples using tick.hawkes.HawkesKernelExp¶