Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps (Q2923430)
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scientific article; zbMATH DE number 6356254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps |
scientific article; zbMATH DE number 6356254 |
Statements
15 October 2014
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Cox-Ingersoll-Ross process
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point process
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Hawkes process
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self-exciting process
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central limit theorem
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law of large numbers
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large deviations
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Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps (English)
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