Functional central limit theorems and moderate deviations for Poisson cluster processes (Q5005039): Difference between revisions

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-Fu Qing Gao
@@ Property / author: Fu Qing Gao / rank @@
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+Fu Qing Gao
@@ Property / author: Fu Qing Gao / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/apr.2020.25
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+W3087922669
@@ Property / OpenAlex ID: W3087922669 / rank @@
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@@ Property / cites work @@
+Some limit theorems for Hawkes processes and application to financial statistics
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+Q5560061
@@ Property / cites work: Q5560061 / rank @@
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+Q3794956
@@ Property / cites work: Q3794956 / rank @@
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+Poisson cluster measures: Quasi-invariance, integration by parts and equilibrium stochastic dynamics
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+Large Deviations of Poisson Cluster Processes
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+An Introduction to the Theory of Point Processes
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+Hawkes processes on large networks
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+Large and moderate deviations for estimators of quadratic variational processes of diffusions.
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+Modeling network traffic by a cluster Poisson input process with heavy and light-tailed file sizes
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+A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime
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+Modeling teletraffic arrivals by a Poisson cluster process
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+Some asymptotic results for nonlinear Hawkes processes
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+Spectra of some self-exciting and mutually exciting point processes
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+A cluster process representation of a self-exciting process
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+Prediction of outstanding payments in a Poisson cluster model
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+Prediction in a non-homogeneous Poisson cluster model
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+Prediction in a Poisson cluster model
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+Gaussian approximation of nonlinear Hawkes processes
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