Funder
National Science Foundation
NSF
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference51 articles.
1. Some limit theorems for hawkes processes and application to financial statistics;Bacry;Stochastic Process. Appl.,2013
2. Hawkes processes in finance;Bacry;Mark. Microstruct. Liqu.,2015
3. LÉVy Processes, Vol. 121;Bertoin,1996
4. Convergence of Probability Measures;Billingsley,1999
5. Stability of nonlinear Hawkes processes;Brémaud;Ann. Probab.,1996
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献