Limit theorems for inverse process \(T_n\) of Hawkes process

DOI10.1007/S10114-016-5470-YzbMath1359.60063OpenAlexW2526649546MaRDI QIDQ520408

Youngsoo Seol

Publication date: 3 April 2017

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-016-5470-y

zbMATH Keywords

law of large numberslarge deviationscentral limit theoremsHawkes processesself-exciting processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

Limit theorems for the compensator of Hawkes processes ⋮ Unnamed Item ⋮ Moderate deviations for marked Hawkes processes ⋮ Asymptotic results for a class of Markovian self-exciting processes ⋮ Unnamed Item ⋮ Asymptotics for Hawkes processes with large and small baseline intensities ⋮ Limit theorems for an inverse Markovian Hawkes process

Cites Work

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