Limit theorems for the compensator of Hawkes processes (Q2406794)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for the compensator of Hawkes processes |
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Limit theorems for the compensator of Hawkes processes (English)
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6 October 2017
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Hawkes processes
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self-exciting processes
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compensator
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large deviations
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central limit theorems
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law of large numbers
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