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Some asymptotic results for nonlinear Hawkes processes - MaRDI portal

Some asymptotic results for nonlinear Hawkes processes (Q1630661)

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Some asymptotic results for nonlinear Hawkes processes
scientific article

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    title
    Some asymptotic results for nonlinear Hawkes processes (English)
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    author
    Lingjiong Zhu
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    Fu Qing Gao
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    publication date
    10 December 2018
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    Mathematics Subject Classification ID
    60G55
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    60F10
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    60F17
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    zbMATH DE Number
    6991417
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    zbMATH Keywords
    nonlinear Hawkes processes
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    OpenAlex ID
    W2964026625
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    arXiv ID
    1702.05852
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    cites work
    Q5560061
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    Large portfolio losses
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    Q4391441
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    Q3409967
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    Q2774021
    0 references
    Q3341599
    0 references
     
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