Limit theorems for discrete Hawkes processes (Q2344892)
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scientific article; zbMATH DE number 6436434
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| English | Limit theorems for discrete Hawkes processes |
scientific article; zbMATH DE number 6436434 |
Statements
Limit theorems for discrete Hawkes processes (English)
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18 May 2015
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discrete Hawkes processes
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self-exciting processes
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central limit theorem
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law of large numbers
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invariance principle
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0.8741883039474487
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0.8601559400558472
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0.8497540354728699
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0.8480163812637329
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0.8434687256813049
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