Functional limit theorems for marked Hawkes point measures

Stochastic Processes and their Applications - Tập 134 - Trang 94-131 - 2021
Ulrich Horst1, Wei Xu2
1Department of Mathematics and School of Business and Economics, Humboldt-Universität zu Berlin, Unter den Linden 6, 10099 Berlin, Germany
2Department of Mathematics, Humboldt-Universität zu Berlin, Unter den Linden 6, 10099 Berlin, Germany

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