works on
climate statistics 1hawkes processes 1rainfall modeling 1rough volatility 1scaling laws 1time series analysis 1

From the 1 of 5 linked papers with an AI index.

activity
20242026
collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2025

Some limit theorems for locally stationary Hawkes processes

Thomas Deschatre, Pierre Gruet, Antoine Lotz

We prove a law of large numbers and functional central limit theorem for a class of multivariate Hawkes processes with time-dependent reproduction rate. We address the difficulties…