Limit theorems for inverse process \(T_n\) of Hawkes process (Q520408): Difference between revisions
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| Property / DOI: 10.1007/S10114-016-5470-Y / rank | |||
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| Property / DOI: 10.1007/S10114-016-5470-Y / rank | |||
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Latest revision as of 20:15, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for inverse process \(T_n\) of Hawkes process |
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Limit theorems for inverse process \(T_n\) of Hawkes process (English)
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3 April 2017
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Hawkes processes
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self-exciting processes
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central limit theorems
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law of large numbers
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large deviations
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