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

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / Wikidata QID
 
Property / Wikidata QID: Q99980171 / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling microstructure noise with mutually exciting point processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some limit theorems for Hawkes processes and application to financial statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hawkes model for price and trades high-frequency dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling Financial High Frequency Data Using Point Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Deviations of Poisson Cluster Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of nonlinear Hawkes processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rate of convergence to equilibrium of marked Hawkes processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introduction to the Theory of Point Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Integral Equation of Renewal Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the rate of convergence in Wasserstein distance of the empirical measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Infinite systems of interacting chains with memory of variable length -- a stochastic model for biological neural nets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5649756 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lasso and probabilistic inequalities for multivariate point processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectra of some self-exciting and mutually exciting point processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A cluster process representation of a self-exciting process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Calcul stochastique et problèmes de martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4778955 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for nearly unstable Hawkes processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5613601 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random Walk: A Modern Introduction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties and equilibrium conditions for branching Poisson processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation of nonhomogeneous poisson processes by thinning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability results for a general class of interacting point processes dynamics, and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Markovian self-exciting process / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic behaviour of maximum likelihood estimators for stationary point processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Contour of complete nonuniqueness as a method of structural optimization with stability constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analyzing Functional Connectivity Using a Network Likelihood Model of Ensemble Neural Spiking Activity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Goodness-of-fit tests and nonparametric adaptive estimation for spike train analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive density estimation: A curse of support? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive estimation for Hawkes processes; application to genome analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3358031 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulating the Tail of the Interference in a Poisson Network Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central Limit Theorem for Nonlinear Hawkes Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for Markovian nonlinear Hawkes processes / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 14:30, 11 July 2024

scientific article
Language Label Description Also known as
English
Hawkes processes on large networks
scientific article

    Statements

    Hawkes processes on large networks (English)
    0 references
    0 references
    0 references
    0 references
    11 March 2016
    0 references
    point processes
    0 references
    multivariate Hawkes processes
    0 references
    stochastic differential equations
    0 references
    limit theorems
    0 references
    mean-field approximations
    0 references
    interacting particle systems
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references