The Hawkes Process with Different Exciting Functions and its Asymptotic Behavior (Q5252235): Difference between revisions

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+Some limit theorems for Hawkes processes and application to financial statistics
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+Rate of convergence to equilibrium of marked Hawkes processes
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+An Introduction to the Theory of Point Processes
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+Multivariate Hawkes processes: an application to financial data
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+On a Birnbaum-Saunders distribution arising from a non-homogeneous Poisson process
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+FADO: A Statistical Method to Detect Favored or Avoided Distances between Occurrences of Motifs using the Hawkes' Model
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+Q5649230
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+Spectra of some self-exciting and mutually exciting point processes
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+A cluster process representation of a self-exciting process
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+Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
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+Perfect simulation of Hawkes processes
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+Approximate simulation of Hawkes processes
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+Q4807532
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+Convergence of stochastic processes
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+Central Limit Theorem for Nonlinear Hawkes Processes
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+Publication:5252235