Central Limit Theorem for Nonlinear Hawkes Processes (Q2854079): Difference between revisions

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-.1239/jap/1378401234
@@ Property / DOI: 10.1239/jap/1378401234 / rank @@
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+.1067
@@ Property / arXiv ID: 1204.1067 / rank @@
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@@ Property / cites work @@
+Some limit theorems for Hawkes processes and application to financial statistics
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@@ Property / cites work @@
+Q4269108
@@ Property / cites work: Q4269108 / rank @@
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@@ Property / cites work @@
+Large Deviations of Poisson Cluster Processes
@@ Property / cites work: Large Deviations of Poisson Cluster Processes / rank @@
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@@ Property / cites work @@
+Stability of nonlinear Hawkes processes
@@ Property / cites work: Stability of nonlinear Hawkes processes / rank @@
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@@ Property / cites work @@
+Rate of convergence to equilibrium of marked Hawkes processes
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@@ Property / cites work @@
+An Introduction to the Theory of Point Processes
@@ Property / cites work: An Introduction to the Theory of Point Processes / rank @@
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@@ Property / cites work @@
+An Introduction to the Theory of Point Processes
@@ Property / cites work: An Introduction to the Theory of Point Processes / rank @@
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@@ Property / cites work @@
+A dynamic contagion process
@@ Property / cites work: A dynamic contagion process / rank @@
+Normal rank
@@ Property / cites work @@
+Affine Point Processes and Portfolio Credit Risk
@@ Property / cites work: Affine Point Processes and Portfolio Credit Risk / rank @@
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@@ Property / cites work @@
+Spectra of some self-exciting and mutually exciting point processes
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@@ Property / cites work @@
+A cluster process representation of a self-exciting process
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@@ Property / cites work @@
+Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
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@@ Property / cites work @@
+Limit Theorems for Marked Hawkes Processes with Application to a Risk Model
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@@ Property / cites work @@
+Large deviations for Markovian nonlinear Hawkes processes
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@@ Property / DOI @@
+.1239/JAP/1378401234
@@ Property / DOI: 10.1239/JAP/1378401234 / rank @@
+Normal rank