scientific article; zbMATH DE number 7374752

DOI10.4134/JKMS.j200251zbMath1469.60157MaRDI QIDQ5001931

Publication date: 23 July 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

law of large numbers central limit theorems Hawkes process self-exciting point processes inverse Markovian

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

Related Items (2)

Asymptotic results for a class of Markovian self-exciting processes ⋮ Limit theorems for an extended inverse Hawkes process with general exciting functions

Cites Work

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Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes
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