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Limit properties of continuous self-exciting processes - MaRDI portal

Limit properties of continuous self-exciting processes (Q2273724)

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Limit properties of continuous self-exciting processes
scientific article

    Statements

    title
    Limit properties of continuous self-exciting processes (English)
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    author
    Geon Ho Choe
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    Gun-hee Kim
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    publication date
    25 September 2019
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    zbMATH Keywords
    self exciting process
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    Hawkes process
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    limit property
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    Brownian motion
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    Identifiers

    zbMATH DE Number
    7109989
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    OpenAlex ID
    W2965944811
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