On the cumulant transforms for Hawkes processes (Q6159627)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the cumulant transforms for Hawkes processes |
scientific article; zbMATH DE number 7682997
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the cumulant transforms for Hawkes processes |
scientific article; zbMATH DE number 7682997 |
Statements
On the cumulant transforms for Hawkes processes (English)
0 references
8 May 2023
0 references
Hawkes process
0 references
stochastic logarithm
0 references
exponentially special semimartingale
0 references
0 references
0.7805336117744446
0 references
0.7627648711204529
0 references
0.758951723575592
0 references
0.7533032298088074
0 references
0.7508631348609924
0 references