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Functional limiting behaviour of non-stationary marked Hawkes processes under multi-scaling high-intensity regime

Sen, Ankita et al.
arXiv (OAI Expanded) · Papers
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probability
This paper studies the non-stationary marked Hawkes processes in which the base intensity function is time-dependent and the kernel function is governed by an external random factor called mark. The marks are assumed to be determined by random events occurrence over time resulting in a non-identical
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