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Some limit theorems for Hawkes processes and application to financial statistics

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https://hal.archives-ouvertes.fr/hal-00845004
Contributor : Serena Benassù <>
Submitted on : Tuesday, July 16, 2013 - 12:06:43 PM
Last modification on : Saturday, March 28, 2020 - 2:18:23 AM

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  • HAL Id : hal-00845004, version 1

Citation

E. Bacry, S. Delattre, M. Hoffmann, J.F. Muzy. Some limit theorems for Hawkes processes and application to financial statistics. Stochastic Processes and their Applications, Elsevier, 2013, 123 (7), pp.2475-2499. ⟨hal-00845004⟩

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