Hawkes and INAR(∞) processes

Published 2016 View Full Article

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Title
Hawkes and INAR(∞) processes
Authors
Keywords
Hawkes process, Integer-valued time series, Weak convergence of point processes, Branching process
Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 126, Issue 8, Pages 2494-2525
Publisher
Elsevier BV
Online
2016-03-02
DOI
10.1016/j.spa.2016.02.008

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