Ergodicity and scaling limit of a constrained multivariate Hawkes process
type: Dataset
description: 32 pages
issued: 2026-05-06T11:06:02.910258
language: en
modified: 2026-05-06T11:06:02.910263
contact point: Organization
  fn: CCSD
keyword: 60f05-60g55-62m10
keyword: discretisation-of-stochastic-processes
keyword: hawkes-processes
keyword: infoeu-reposemanticsarticle
keyword: jel-c---mathematical-and-quantitative-methodscc1---econometric-and-statistical-methods-and-method
keyword: jel-g---financial-economicsgg1---general-financial-markets
keyword: journal-articles
keyword: limit-order-book
keyword: limit-theorems
keyword: mathmath-prmathematics-mathprobability-mathpr
keyword: mathmath-stmathematics-mathstatistics-mathst
keyword: point-processes
keyword: qfincpquantitative-finance-q-fincomputational-finance-q-fincp
keyword: qfintrquantitative-finance-q-fintrading-and-market-microstructure-q-fintr
keyword: statapstatistics-statapplications-statap
keyword: statthstatistics-statstatistics-theory-statth
landing page: 1945-497X

Ergodicity and scaling limit of a constrained multivariate Hawkes process
type: Distribution
format: HTML
issued: 2026-05-06T11:06:02.974200
modified: 2026-05-06T11:06:02.875008
access URL: https://hal.science/hal-00777941

test_moissonnage_selune
type: Agent