Limit theorems for inverse process \(T_n\) of Hawkes process (Q520408)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Limit theorems for inverse process \(T_n\) of Hawkes process
scientific article

    Statements

    Limit theorems for inverse process \(T_n\) of Hawkes process (English)
    0 references
    0 references
    3 April 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    Hawkes processes
    0 references
    self-exciting processes
    0 references
    central limit theorems
    0 references
    law of large numbers
    0 references
    large deviations
    0 references
    0 references
    0 references
    0 references
    0 references