Limit Theorems for Marked Hawkes Processes with Application to a Risk Model (Q3194561)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit Theorems for Marked Hawkes Processes with Application to a Risk Model |
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Limit Theorems for Marked Hawkes Processes with Application to a Risk Model (English)
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20 October 2015
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large deviation principle
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central limit theorem
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Hawkes processes
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marked point processes
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self-exciting processes
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risk model
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