Asymptotics for Hawkes processes with large and small baseline intensities

DOI10.1216/RMJ-2019-49-2-661zbMath1475.60093OpenAlexW2950609126MaRDI QIDQ2002515

Publication date: 12 July 2019

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.rmjm/1561318399

zbMATH Keywords

law of large numbers large deviations central limit theorems moderate deviations Hawkes processes intensity process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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