Asymptotic results for a class of Markovian self-exciting processes (Q6088842)

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scientific article; zbMATH DE number 7778076
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Asymptotic results for a class of Markovian self-exciting processes
scientific article; zbMATH DE number 7778076

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    Asymptotic results for a class of Markovian self-exciting processes (English)
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    14 December 2023
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    Hawkes process
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    inverse Markovian
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    self-exciting point processes
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    central limit theorems
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    law of large numbers
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