Functional Limit Theorems for Hawkes Processes

MaRDI QIDQ6518268arXivFDO

Authors Ulrich Horst, Wei Xu

Published in arXiv

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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