The Malliavin-Stein method for Hawkes functionals (Q5870399): Difference between revisions

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+The Malliavin-Stein method for Hawkes functionals
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-Caroline Hillairet
@@ Property / author: Caroline Hillairet / rank @@
-Normal rank
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+Caroline Hillairet
@@ Property / author: Caroline Hillairet / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv classification @@
+math.PR
@@ Property / arXiv classification: math.PR / rank @@
+Normal rank
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+.01583
@@ Property / arXiv ID: 2104.01583 / rank @@
+Normal rank
@@ Property / cites work @@
+Some limit theorems for Hawkes processes and application to financial statistics
+Normal rank
@@ Property / cites work @@
+Large Deviations of Poisson Cluster Processes
@@ Property / cites work: Large Deviations of Poisson Cluster Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Stability of nonlinear Hawkes processes
@@ Property / cites work: Stability of nonlinear Hawkes processes / rank @@
+Normal rank
@@ Property / cites work @@
+Renewal in Hawkes processes with self-excitation and inhibition
+Normal rank
@@ Property / cites work @@
+An introduction to the theory of point processes
@@ Property / cites work: An introduction to the theory of point processes / rank @@
+Normal rank
@@ Property / cites work @@
+Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels
+Normal rank
@@ Property / cites work @@
+Affine Point Processes and Portfolio Credit Risk
@@ Property / cites work: Affine Point Processes and Portfolio Credit Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
+Normal rank
@@ Property / cites work @@
+Q5649756
@@ Property / cites work: Q5649756 / rank @@
+Normal rank
@@ Property / cites work @@
+Spectra of some self-exciting and mutually exciting point processes
+Normal rank
@@ Property / cites work @@
+A cluster process representation of a self-exciting process
+Normal rank
@@ Property / cites work @@
+A Scaling Limit for Limit Order Books Driven by Hawkes Processes
+Normal rank
@@ Property / cites work @@
+Functional limit theorems for marked Hawkes point measures
+Normal rank
@@ Property / cites work @@
+Limit theorems for nearly unstable Hawkes processes
+Normal rank
@@ Property / cites work @@
+Characterization of infinite divisibility by duality formulas. Application to Lévy processes and random measures
+Normal rank
@@ Property / cites work @@
+Stein's method on Wiener chaos
@@ Property / cites work: Stein's method on Wiener chaos / rank @@
+Normal rank
@@ Property / cites work @@
+Normal Approximations with Malliavin Calculus
@@ Property / cites work: Normal Approximations with Malliavin Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Q3479316
@@ Property / cites work: Q3479316 / rank @@
+Normal rank
@@ Property / cites work @@
+On Lewis' simulation method for point processes
@@ Property / cites work: On Lewis' simulation method for point processes / rank @@
+Normal rank
@@ Property / cites work @@
+Stein's method and normal approximation of Poisson functionals
+Normal rank
@@ Property / cites work @@
+Duality formulas on the Poisson space
@@ Property / cites work: Duality formulas on the Poisson space / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic analysis in discrete and continuous settings. With normal martingales.
+Normal rank
@@ Property / cites work @@
+Stein approximation for multidimensional Poisson random measures by third cumulant expansions
+Normal rank
@@ Property / cites work @@
+Adaptive estimation for Hawkes processes; application to genome analysis
+Normal rank
@@ Property / cites work @@
+Canonical Lévy process and Malliavin calculus
@@ Property / cites work: Canonical Lévy process and Malliavin calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Q4404195
@@ Property / cites work: Q4404195 / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian approximation of nonlinear Hawkes processes
+Normal rank
@@ Property / cites work @@
+Central Limit Theorem for Nonlinear Hawkes Processes
+Normal rank
@@ Property / cites work @@
+Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps
+Normal rank
@@ Property / cites work @@
+Large deviations for Markovian nonlinear Hawkes processes
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5870399