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On the cumulant transforms for Hawkes processes - MaRDI portal

On the cumulant transforms for Hawkes processes (Q6159627)

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scientific article; zbMATH DE number 7682997
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English
On the cumulant transforms for Hawkes processes
scientific article; zbMATH DE number 7682997

    Statements

    title
    On the cumulant transforms for Hawkes processes (English)
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    publication date
    8 May 2023
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    zbMATH Keywords
    Hawkes process
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    stochastic logarithm
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    exponentially special semimartingale
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    cites work
    Q2738733
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    Q3883242
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    Q4274285
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    Q4778955
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    Q4850018
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    Q4845603
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    Q4299740
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    Identifiers

    DOI
    10.1017/jpr.2022.96
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    Mathematics Subject Classification ID
    60G55
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    60G20
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    60E10
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    zbMATH DE Number
    7682997
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    OpenAlex ID
    W4321598921
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