Limit theorems for Markovian Hawkes processes with a large initial intensity (Q1615912)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for Markovian Hawkes processes with a large initial intensity |
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Limit theorems for Markovian Hawkes processes with a large initial intensity (English)
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31 October 2018
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Hawkes processes
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asymptotic regime
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clustering effect
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