Publicaties
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Proof of principle for template synthesis approach for the radio emission from vertical extensive air showers Vrije Universiteit Brussel
Functors between representation categories. Universal modules Vrije Universiteit Brussel
Let g and h be two Lie algebras with h finite dimensional and consider A=A(h,g) to be the corresponding universal algebra as introduced in [4]. Given an A-module U and a Lie h-module V we show that U⊗V can be naturally endowed with a Lie g-module structure. This gives rise to a functor between the category of Lie h-modules and the category of Lie g-modules and, respectively, to a functor between the category of A-modules and the category of ...
A Hawkes model with CARMA(p,q) intensity Vrije Universiteit Brussel
In this paper we introduce a new model, named CARMA(p,q)-Hawkes, as the Hawkes model with exponential kernel implies a strictly decreasing behavior of the autocorrelation function while empirical evidences reject its monotonicity. The proposed model is a Hawkes process where the intensity follows a Continuous Time Autoregressive Moving Average (CARMA) process. We also study the conditions for the stationarity and the positivity of the ...