Limit theorems for an inverse Markovian Hawkes process

DOI10.1016/j.spl.2019.108580zbMath1422.60084OpenAlexW2967377565MaRDI QIDQ2273737

Youngsoo Seol

Publication date: 25 September 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.108580

zbMATH Keywords

central limit theoremsHawkes processLaw of large numbersself-exciting point processesinverse Markovian

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Asymptotic results for a class of Markovian self-exciting processes ⋮ Unnamed Item ⋮ Limit theorems for an extended inverse Hawkes process with general exciting functions

Cites Work

• Unnamed Item
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