Asymptotics for Hawkes processes with large and small baseline intensities (Q2002515)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotics for Hawkes processes with large and small baseline intensities |
scientific article |
Statements
Asymptotics for Hawkes processes with large and small baseline intensities (English)
0 references
12 July 2019
0 references
Hawkes processes
0 references
intensity process
0 references
central limit theorems
0 references
law of large numbers
0 references
large deviations
0 references
moderate deviations
0 references
0 references
0 references
0 references
0 references