Functional limit theorems for the multivariate Hawkes process with different exciting functions (Q2941797)
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scientific article; zbMATH DE number 6475381
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| English | Functional limit theorems for the multivariate Hawkes process with different exciting functions |
scientific article; zbMATH DE number 6475381 |
Statements
25 August 2015
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functional limit theorems
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multivariate Hawkes process
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law of large numbers
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central limt theorem
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clustering effect
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unpredictable marks
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0.8651859164237976
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0.855050802230835
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0.8522900342941284
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0.8497540354728699
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