The Hawkes Process with Different Exciting Functions and its Asymptotic Behavior
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Publication:5252235
DOI10.1239/jap/1429282605zbMath1315.60055MaRDI QIDQ5252235
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Publication date: 29 May 2015
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1429282605
60F05: Central limit and other weak theorems
60F15: Strong limit theorems
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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