Second-Order Regular Variation and Second-Order Approximation of Hawkes Processes

MaRDI QIDQ6458098zbMATH OpenFDO

Authors Ulrich Horst, Wei Xu

Publication date 5 November 2023

Mathematics Subject Classification ID

Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Tauberian theorems (40E05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

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