Law of large numbers and central limit theorem for renewal Hawkes processes
Fuente:
arXiv
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| Auteur principal: | |
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| Format: | Preprint |
| Publié: |
2023
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| _version_ | 1866916813926825984 |
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| author | Ruíz, Luis Iván Hernández |
| author_facet | Ruíz, Luis Iván Hernández |
| contents | A uniform law of large numbers and a central limit theorem are established via a martingale approach for a univariate Hawkes process with immigration given by a renewal process. The results are obtained for renewal processes with absolutely continuous interarrival distribution. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2308_16478 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Law of large numbers and central limit theorem for renewal Hawkes processes Ruíz, Luis Iván Hernández Probability A uniform law of large numbers and a central limit theorem are established via a martingale approach for a univariate Hawkes process with immigration given by a renewal process. The results are obtained for renewal processes with absolutely continuous interarrival distribution. |
| title | Law of large numbers and central limit theorem for renewal Hawkes processes |
| topic | Probability |
| url | https://arxiv.org/abs/2308.16478 |