Limit theorems for nearly unstable Hawkes processes (Q2341626): Difference between revisions
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Revision as of 01:25, 9 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for nearly unstable Hawkes processes |
scientific article |
Statements
Limit theorems for nearly unstable Hawkes processes (English)
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27 April 2015
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point processes
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Hawkes processes
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limit theorems
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microstructure modeling
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high-frequency data
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order flows
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Cox-Ingersoll-Ross model
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Heston model
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