Limit theorems for inverse process \(T_n\) of Hawkes process (Q520408)
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scientific article; zbMATH DE number 6699687
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| default for all languages | No label defined |
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| English | Limit theorems for inverse process \(T_n\) of Hawkes process |
scientific article; zbMATH DE number 6699687 |
Statements
Limit theorems for inverse process \(T_n\) of Hawkes process (English)
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3 April 2017
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Hawkes processes
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self-exciting processes
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central limit theorems
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law of large numbers
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large deviations
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0.8773311972618103
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0.8754250407218933
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0.8601559400558472
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0.8416481018066406
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0.8367858529090881
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