Precise deviations for Hawkes processes
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Publication:2214245
DOI10.3150/20-BEJ1235zbMath1475.60090arXiv1702.02962OpenAlexW3110394477MaRDI QIDQ2214245
Publication date: 7 December 2020
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.02962
Related Items
Limit theorems for Hawkes processes including inhibition, Asymptotic expansions and precise deviations in the Kingman coalescent, Asymptotic analysis of Poisson shot noise processes, and applications
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