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• W1975740613 abstract "We consider discrete time Hawkes process which is a class of g-functions. The limit theorems for continuous time Hawkes processes are well known and studied by many authors. In this paper, we study the limit theorems for discrete time Hawkes processes. In particular, we obtain the law of large number, the central limit theorem and the invariance principle." @default.
• W1975740613 created "2016-06-24" @default.
• W1975740613 creator A5087069973 @default.
• W1975740613 date "2015-04-01" @default.
• W1975740613 modified "2023-09-27" @default.
• W1975740613 title "Limit theorems for discrete Hawkes processes" @default.
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• W1975740613 doi "https://doi.org/10.1016/j.spl.2015.01.023" @default.
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