Alternative asymptotic inference theory for a nonstationary Hawkes process (Q6116900)
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scientific article; zbMATH DE number 7714067
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative asymptotic inference theory for a nonstationary Hawkes process |
scientific article; zbMATH DE number 7714067 |
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Alternative asymptotic inference theory for a nonstationary Hawkes process (English)
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18 July 2023
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asymptotic power
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heavy-traffic asymptotics
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infill asymptotics
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locally stationary Hawkes process
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self-exciting
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