Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps (Q2923430)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps |
scientific article |
Statements
Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps (English)
0 references
15 October 2014
0 references
Cox-Ingersoll-Ross process
0 references
point process
0 references
Hawkes process
0 references
self-exciting process
0 references
central limit theorem
0 references
law of large numbers
0 references
large deviations
0 references
0 references
0 references
0 references
