Hawkes processes on large networks (Q259574): Difference between revisions

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+Modelling microstructure noise with mutually exciting point processes
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+Some limit theorems for Hawkes processes and application to financial statistics
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+First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation
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+Hawkes model for price and trades high-frequency dynamics
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+Modelling Financial High Frequency Data Using Point Processes
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+Large Deviations of Poisson Cluster Processes
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+Stability of nonlinear Hawkes processes
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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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+On the Integral Equation of Renewal Theory
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+On the rate of convergence in Wasserstein distance of the empirical measure
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+Infinite systems of interacting chains with memory of variable length -- a stochastic model for biological neural nets
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+Q5649756
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+Lasso and probabilistic inequalities for multivariate point processes
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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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+Calcul stochastique et problèmes de martingales
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+Q4778955
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+Limit theorems for nearly unstable Hawkes processes
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+Q5613601
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+Random Walk: A Modern Introduction
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+Asymptotic properties and equilibrium conditions for branching Poisson processes
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+Simulation of nonhomogeneous poisson processes by thinning
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+Stability results for a general class of interacting point processes dynamics, and applications
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+The Markovian self-exciting process
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+The asymptotic behaviour of maximum likelihood estimators for stationary point processes
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+Contour of complete nonuniqueness as a method of structural optimization with stability constraints
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+Analyzing Functional Connectivity Using a Network Likelihood Model of Ensemble Neural Spiking Activity
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+Goodness-of-fit tests and nonparametric adaptive estimation for spike train analysis
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+Adaptive density estimation: A curse of support?
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+Adaptive estimation for Hawkes processes; application to genome analysis
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+Q3358031
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+Simulating the Tail of the Interference in a Poisson Network Model
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+Central Limit Theorem for Nonlinear Hawkes Processes
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+Large deviations for Markovian nonlinear Hawkes processes
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