Some non asymptotic tail estimates for Hawkes processes

zbMath1120.60052MaRDI QIDQ998100

Emmanuel Roy, Patricia Reynaud-Bouret

Publication date: 10 August 2007

Published in: Bulletin of the Belgian Mathematical Society - Simon Stevin (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bbms/1170347811

zbMATH Keywords

point processesexponential inequalitiesapproximate simulation of a stationary Hawkes process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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