Asymptotics for Hawkes processes with large and small baseline intensities (Q2002515)

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Asymptotics for Hawkes processes with large and small baseline intensities
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    Asymptotics for Hawkes processes with large and small baseline intensities (English)
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    12 July 2019
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    Hawkes processes
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    intensity process
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    central limit theorems
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    law of large numbers
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    large deviations
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    moderate deviations
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