Some non asymptotic tail estimates for Hawkes processes

Bulletin of the Belgian Mathematical Society - Simon Stevin

Volumn 13, Issue 5, 2006, Pages 883-896

  Reynaud Bouret, Patricia ^a   Roy, Emmanuel ^b  

^a ECOLE NORMALE SUPÉRIEURE   (France)

^b Centre National de la Recherche Scientifique   (France)

Author keywords

Approximate simulation of a stationary Hawkes process; Exponential inequalities; Point processes

Indexed keywords

EID: 33847711831     PISSN: 13701444     EISSN: None     Source Type: Journal    
DOI: 10.36045/bbms/1170347811     Document Type: Conference Paper

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