Some limit theorems for Hawkes processes and application to financial statistics (Q2447641)
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scientific article
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| English | Some limit theorems for Hawkes processes and application to financial statistics |
scientific article |
Statements
Some limit theorems for Hawkes processes and application to financial statistics (English)
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28 April 2014
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point processes
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Hawkes processes
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limit theorems
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discretisation of stochastic processes
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statistics of random processes
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0.8251761794090271
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0.8089789748191833
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0.8063668608665466
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0.7965052127838135
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