The Hawkes Process with Different Exciting Functions and its Asymptotic Behavior
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Publication:5252235
DOI10.1239/jap/1429282605zbMath1315.60055OpenAlexW2153059025MaRDI QIDQ5252235
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Publication date: 29 May 2015
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1429282605
Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (9)
Limit theorems for the compensator of Hawkes processes ⋮ Unnamed Item ⋮ Moderate deviations for marked Hawkes processes ⋮ Asymptotic results for a class of Markovian self-exciting processes ⋮ Unnamed Item ⋮ Cumulative damage for multi-type epidemics and an application to infectious diseases ⋮ Limit theorems for inverse process \(T_n\) of Hawkes process ⋮ Asymptotics for Hawkes processes with large and small baseline intensities ⋮ Limit theorems for an inverse Markovian Hawkes process
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