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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@@ Property / author @@
+Fu Qing Gao
@@ Property / author: Fu Qing Gao / rank @@
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+MaRDI publication profile
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+W2964026625
@@ Property / OpenAlex ID: W2964026625 / rank @@
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@@ Property / arXiv ID @@
+.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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+Mean-field limit of generalized Hawkes processes
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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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+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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+Large deviations for processes with independent increments
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+Large deviations for processes with independent increments
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+Gaussian approximation of nonlinear Hawkes processes
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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