Study of discrete-time Hawkes process and its compensator (Q6606006)
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scientific article; zbMATH DE number 7913922
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Study of discrete-time Hawkes process and its compensator |
scientific article; zbMATH DE number 7913922 |
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Study of discrete-time Hawkes process and its compensator (English)
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16 September 2024
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continuous-time Hawkes process
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self-exciting processes
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discrete-time Hawkes process
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compensator
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central limit theorem
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law of large numbers
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