Tail Asymptotics of Cluster Sizes in Multivariate Heavy-Tailed Hawkes Processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Blanchet, Jose, Laeven, Roger J. A., Wang, Xingyu, Zwart, Bert
Format:	Preprint
Published:	2025
Subjects:	Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.01004