Some asymptotic results for nonlinear Hawkes processes (Q1630661): Difference between revisions

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-.1016/j.spa.2018.01.007
@@ Property / DOI: 10.1016/j.spa.2018.01.007 / rank @@
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+.05852
@@ Property / arXiv ID: 1702.05852 / rank @@
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@@ Property / cites work @@
+Some limit theorems for Hawkes processes and application to financial statistics
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+Q5560061
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+Large Deviations of Poisson Cluster Processes
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+Stability of nonlinear Hawkes processes
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+Large deviations for stochastic partial differential equations driven by a Poisson random measure
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+Moderate deviation principles for stochastic differential equations with jumps
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+Variational representations for continuous time processes
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+Mean-field limit of generalized Hawkes processes
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+Large portfolio losses: A dynamic contagion model
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+Statistical inference versus mean field limit for Hawkes processes
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+Hawkes processes on large networks
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+Large portfolio losses
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+Q4391441
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+Multi-class oscillating systems of interacting neurons
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+Large and moderate deviations for estimators of quadratic variational processes of diffusions.
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+Q3409967
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+Asymptotic behaviors for functionals of random dynamical systems
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+LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT
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+Spectra of some self-exciting and mutually exciting point processes
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+Limit theorems for nearly unstable Hawkes processes
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+Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes
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+Q2774021
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+Large deviations for processes with independent increments
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+Large deviations for processes with independent increments
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+Goodness-of-fit tests and nonparametric adaptive estimation for spike train analysis
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+Adaptive estimation for Hawkes processes; application to genome analysis
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+Exponential Martingales and Changes of Measure for Counting Processes
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+Gaussian approximation of nonlinear Hawkes processes
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+Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes
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+Q3341599
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+Central Limit Theorem for Nonlinear Hawkes Processes
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+Moderate deviations for Hawkes processes
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+Process-level large deviations for nonlinear Hawkes point processes
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+Large deviations for Markovian nonlinear Hawkes processes
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@@ Property / DOI @@
+.1016/J.SPA.2018.01.007
@@ Property / DOI: 10.1016/J.SPA.2018.01.007 / rank @@
+Normal rank