Second-order regular variation and second-order approximation of Hawkes processes

DOI10.1016/J.JMAA.2025.129546MaRDI QIDQ6974077zbMATH OpenFDO

Authors Ulrich Horst, Wei Xu

Publication date 10 June 2025

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMAA.2025.129546

zbMATH Keywords

functional limit theoremsHawkes processesKaramata's theoremsecond-order regular variationTauberian theorem

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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