Some limit theorems for Hawkes processes and application to financial statistics (Q2447641)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some limit theorems for Hawkes processes and application to financial statistics |
scientific article |
Statements
Some limit theorems for Hawkes processes and application to financial statistics (English)
0 references
28 April 2014
0 references
point processes
0 references
Hawkes processes
0 references
limit theorems
0 references
discretisation of stochastic processes
0 references
statistics of random processes
0 references
0 references
0 references
0 references
0 references
