Asymptotic results for a class of Markovian self-exciting processes (Q6088842)
From MaRDI portal
scientific article; zbMATH DE number 7778076
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic results for a class of Markovian self-exciting processes |
scientific article; zbMATH DE number 7778076 |
Statements
Asymptotic results for a class of Markovian self-exciting processes (English)
0 references
14 December 2023
0 references
Hawkes process
0 references
inverse Markovian
0 references
self-exciting point processes
0 references
central limit theorems
0 references
law of large numbers
0 references
0 references
0 references
0 references
0 references
0 references
