Central Limit Theorem for Nonlinear Hawkes Processes
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Publication:2854079
DOI10.1239/jap/1378401234zbMath1306.60015arXiv1204.1067OpenAlexW2060940929MaRDI QIDQ2854079
Publication date: 17 October 2013
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.1067
Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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