Study of discrete-time Hawkes process and its compensator (Q6606006)
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scientific article; zbMATH DE number 7913922
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| English | Study of discrete-time Hawkes process and its compensator |
scientific article; zbMATH DE number 7913922 |
Statements
Study of discrete-time Hawkes process and its compensator (English)
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16 September 2024
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continuous-time Hawkes process
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self-exciting processes
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discrete-time Hawkes process
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compensator
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central limit theorem
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law of large numbers
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0.8160912394523621
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0.7700290679931641
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0.7481359243392944
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0.7351042032241821
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0.7308546304702759
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