Limit theorems for inverse process \(T_n\) of Hawkes process (Q520408)
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scientific article; zbMATH DE number 6699687
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for inverse process \(T_n\) of Hawkes process |
scientific article; zbMATH DE number 6699687 |
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Limit theorems for inverse process \(T_n\) of Hawkes process (English)
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3 April 2017
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Hawkes processes
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self-exciting processes
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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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