Learning the exogenous rate but not the distance to criticality in nearly unstable heavy-tailed Hawkes processes TQ18V9TDQS

URI	`m2://res/TQ18V9TDQS`
Kind	preprint
Creators	Mauricio Herrera-Marín
Date	2026-09-29
MSC	60-XX, 62-XX
Subjects	arxiv math.PR, arxiv math.ST, arxiv stat.AP, arxiv stat.TH
Scope	in

Expressions

The mentions of the inventory that name this resource. Each name links to the card of its inventory row.

Item	Kind	Where	Source
698T6Q5DNW	statement	theorem 5.3	arxiv
7NAK2X34EF	statement	lemma 2.1	arxiv
Long windows, unknown branching ratio	statement	theorem 5.11	arxiv
Learning the exogenous rate with unknown branching ratio	statement	theorem 5.8	arxiv
Stationary finite-dimensional convergence	statement	theorem 4.4	arxiv
EM990EVHAB	statement	corollary 5.2	arxiv
Nondegenerate mass	statement	lemma 5.6	arxiv
Perturbation of the exogenous score	statement	lemma 5.5	arxiv
HHVJ77SFM3	statement	proposition 6.1	arxiv
Tightness of the relative margin	statement	proposition 5.7	arxiv
Boundary-information form	statement	corollary 4.2	arxiv
Local lower bound	statement	corollary 2.3	arxiv
S7J1TV3YWK	statement	proposition 4.3	arxiv
SQCR6DNR26	statement	theorem 4.1	arxiv
Information separation for stationary records	statement	corollary 4.5	arxiv
Long windows	statement	theorem 5.9	arxiv
XV7A38B2FE	statement	theorem 2.2	arxiv
Observed exogenous information	statement	proposition 4.9	arxiv
Z8XY4DK0MV	statement	lemma 5.1	arxiv