Limit theorems for a discrete-time marked Hawkes process (Q2667603)

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Limit theorems for a discrete-time marked Hawkes process
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    Limit theorems for a discrete-time marked Hawkes process (English)
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    4 March 2022
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    discrete-time
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    self-exciting
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    marked Hawkes process
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    law of large numbers
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    central limit theorem
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