Ergodicity and scaling limit of a constrained multivariate Hawkes process
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | EISSN: 1945-497X |
| Author | Zheng, Ban, Roueff, François, Abergel, Frédéric |
| Maintainer | CCSD |
| Last Updated | May 6, 2026, 11:06 (UTC) |
| Created | May 6, 2026, 11:06 (UTC) |
| Identifier | hal-00777941 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Chaire de finance quantitative (FiQuant) ; Mathématiques et Informatique pour la Complexité et les Systèmes (MICS) ; CentraleSupélec-CentraleSupélec |
| creator | Zheng, Ban |
| date | 2014-02-04T00:00:00 |
| harvest_object_id | 8aa6fb61-293a-492f-8e24-69656cd8158f |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2026-03-22T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/arxiv/1301.5007 |
| set_spec | type:ART |