This paper presents an algorithm for the simulation of Hawkes-type processes where the intensity is expressed in terms of a continuous-time autoregressive moving average model. We identify upper bounds for both the univariate and the multivariate intensity functions that are used to develop simulation algorithms based on the thinning technique.

翻译：本文提出一种针对霍克斯型过程的仿真算法，其中强度函数由连续时间自回归滑动平均模型表达。我们分别确定了单变量与多变量强度函数的上界，并基于此开发了采用稀疏化技术的仿真算法。