Asymptotics for Hawkes processes with large and small baseline intensities (Q2002515)
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scientific article; zbMATH DE number 7079990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for Hawkes processes with large and small baseline intensities |
scientific article; zbMATH DE number 7079990 |
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Asymptotics for Hawkes processes with large and small baseline intensities (English)
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12 July 2019
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Hawkes processes
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intensity process
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central limit theorems
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law of large numbers
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large deviations
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moderate deviations
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