Asymptotics for Hawkes processes with large and small baseline intensities
type: Item
instance of: scholarly article
title: Asymptotics for Hawkes processes with large and small baseline intensities
zbMATH Open document ID: 1475.60093
DOI: 10.1216/RMJ-2019-49-2-661
author: Youngsoo Seol
published in: Rocky Mountain Journal of Mathematics
publication date: 2019-07-12T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.rmjm/1561318399
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 7079990
zbMATH Keywords: Hawkes processes
zbMATH Keywords: intensity process
zbMATH Keywords: central limit theorems
zbMATH Keywords: law of large numbers
zbMATH Keywords: large deviations
zbMATH Keywords: moderate deviations
MaRDI profile type: Publication
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OpenAlex ID: W2950609126
description: scientific article; zbMATH DE number 7079990