Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime (Q2059694)
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scientific article; zbMATH DE number 7444679
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime |
scientific article; zbMATH DE number 7444679 |
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Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime (English)
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14 December 2021
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marked Hawkes process
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non-stationarity
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high intensity asymptotic regime
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immigration-birth representation
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functional limit theorems
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continuous Gaussian processes
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