Central limit theorem for nonlinear hawkes processes

Journal of Applied Probability

Volumn 50, Issue 3, 2013, Pages 760-771

  Zhu, Lingjiong ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

Central limit theorem; Functional central limit theorem; Hawkes process; Point process; Self exciting process

Indexed keywords

EID: 84885164766     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1378401234     Document Type: Article

References (16)

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