Some limit theorems for Hawkes processes and application to financial statistics (Q2447641): Difference between revisions

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Latest revision as of 10:34, 8 July 2024

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Some limit theorems for Hawkes processes and application to financial statistics
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    Some limit theorems for Hawkes processes and application to financial statistics (English)
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    28 April 2014
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    point processes
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    Hawkes processes
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    limit theorems
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    discretisation of stochastic processes
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    statistics of random processes
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