posted on 2023-06-09, 21:06authored byJ Chen, A G Hawkes, Enrico Scalas
We modify ETAS models by replacing the Pareto-like kernel proposed by Ogata with a Mittag-Leffler type kernel. Provided that the kernel decays as a power law with exponent ß+1?(1,2] , this replacement has the advantage that the Laplace transform of the Mittag-Leffler function is known explicitly, leading to simpler calculation of relevant quantities.