Asymptotic results for a class of Markovian self-exciting processes

DOI10.1186/s13660-023-02989-zOpenAlexW4379232575MaRDI QIDQ6088842

Youngsoo Seol

Publication date: 14 December 2023

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-023-02989-z

zbMATH Keywords

law of large numberscentral limit theoremsHawkes processself-exciting point processesinverse Markovian

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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