Limit theorems for nearly unstable Hawkes processes

Published 2015 View Full Article

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Title
Limit theorems for nearly unstable Hawkes processes
Authors
Keywords
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Journal
ANNALS OF APPLIED PROBABILITY
Volume 25, Issue 2, Pages 600-631
Publisher
Institute of Mathematical Statistics
Online
2015-02-19
DOI
10.1214/14-aap1005

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