Large deviations for Markovian nonlinear Hawkes processes (Q2341624): Difference between revisions

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+Some limit theorems for Hawkes processes and application to financial statistics
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+Large Deviations of Poisson Cluster Processes
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+Stability of nonlinear Hawkes processes
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+The Markovian self-exciting process
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+Risk processes with non-stationary Hawkes claims arrivals
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+Q2753007
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+Large deviations
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+Process-level large deviations for nonlinear Hawkes point processes
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+Moderate deviations for Hawkes processes
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