Limit theorems for nearly unstable Hawkes processes

T. Jaisson, M. Rosenbaum

Open source

DOI
10.1214/14-aap1005
Published
2015
Container
The Annals of Applied Probability
Publisher
Not recorded
Open access
yes

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BibTeX

@article{allodium:10.1214/14-aap1005,
  title = {Limit theorems for nearly unstable Hawkes processes},
  author = {T. Jaisson and M. Rosenbaum},
  year = {2015},
  journal = {The Annals of Applied Probability},
  doi = {10.1214/14-aap1005},
  url = {https://doi.org/10.1214/14-aap1005}
}

RIS

TY  - JOUR
TI  - Limit theorems for nearly unstable Hawkes processes
AU  - T. Jaisson
AU  - M. Rosenbaum
PY  - 2015
JO  - The Annals of Applied Probability
DO  - 10.1214/14-aap1005
UR  - https://doi.org/10.1214/14-aap1005
ER  - 

APA

Jaisson, T., & Rosenbaum, M. (2015). Limit theorems for nearly unstable Hawkes processes. The Annals of Applied Probability. https://doi.org/10.1214/14-aap1005

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