Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes (Q2357265): Difference between revisions
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Latest revision as of 06:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes |
scientific article |
Statements
Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes (English)
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13 June 2017
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point processes
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Poisson approximation
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Chen-Stein method
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Clark-Ocone formula
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confidence interval
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Erlang loss system
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Hawkes process
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Malliavin calculus
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stochastic intensity
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