Limit theorems for Hawkes processes with uniform immigrants (Q5242986)
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scientific article; zbMATH DE number 7128254
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| English | Limit theorems for Hawkes processes with uniform immigrants |
scientific article; zbMATH DE number 7128254 |
Statements
8 November 2019
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Hawkes process
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uniform immigrants
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self-exciting point processes
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law of large numbers
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central limit theorems
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large deviations principle
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0.8629913330078125
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0.8547893762588501
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0.8510088920593262
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0.8480163812637329
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0.8457916975021362
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