Proves central limit theorem for estimator of p in partially observed system of Hawkes processes with Bernoulli connections, in both subcritical and supercritical regimes.
Zhu, Central Limit Theorem for nonlinear Hawkes processes , J
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.ST 1years
2019 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Central limit theorem for a partially observed interacting system of Hawkes processes
Proves central limit theorem for estimator of p in partially observed system of Hawkes processes with Bernoulli connections, in both subcritical and supercritical regimes.