Study of discrete-time Hawkes process and its compensator

DOI10.1016/j.spl.2024.110192zbMath1545.60052MaRDI QIDQ6606006

Selvamuthu Dharmaraja, Utpal Jyoti Deba Sarma

Publication date: 16 September 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

law of large numberscentral limit theoremcompensatorself-exciting processescontinuous-time Hawkes processdiscrete-time Hawkes process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

This page was built for publication: Study of discrete-time Hawkes process and its compensator