Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes (Q2357265)
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scientific article; zbMATH DE number 6729828
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| English | Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes |
scientific article; zbMATH DE number 6729828 |
Statements
Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes (English)
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13 June 2017
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point processes
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Poisson approximation
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Chen-Stein method
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Clark-Ocone formula
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confidence interval
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Erlang loss system
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Hawkes process
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Malliavin calculus
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stochastic intensity
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0.8553519248962402
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0.8261168003082275
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0.8096537590026855
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0.7956681251525879
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0.7942067980766296
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