Hawkes processes on large networks (Q259574): Difference between revisions

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+G55
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+H10
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+6554519
@@ Property / zbMATH DE Number: 6554519 / rank @@
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@@ Property / zbMATH Keywords @@
+point processes
@@ Property / zbMATH Keywords: point processes / rank @@
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@@ Property / zbMATH Keywords @@
+multivariate Hawkes processes
@@ Property / zbMATH Keywords: multivariate Hawkes processes / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic differential equations
@@ Property / zbMATH Keywords: stochastic differential equations / rank @@
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+limit theorems
@@ Property / zbMATH Keywords: limit theorems / rank @@
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+mean-field approximations
@@ Property / zbMATH Keywords: mean-field approximations / rank @@
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+interacting particle systems
@@ Property / zbMATH Keywords: interacting particle systems / rank @@
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@@ Property / cites work @@
+Modelling microstructure noise with mutually exciting point processes
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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 @@
+First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation
+Normal rank
@@ Property / cites work @@
+Hawkes model for price and trades high-frequency dynamics
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@@ Property / cites work @@
+Modelling Financial High Frequency Data Using Point Processes
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@@ 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 @@
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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 @@
+On the Integral Equation of Renewal Theory
@@ Property / cites work: On the Integral Equation of Renewal Theory / rank @@
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@@ Property / cites work @@
+On the rate of convergence in Wasserstein distance of the empirical measure
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@@ Property / cites work @@
+Infinite systems of interacting chains with memory of variable length -- a stochastic model for biological neural nets
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@@ Property / cites work @@
+Q5649756
@@ Property / cites work: Q5649756 / rank @@
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@@ Property / cites work @@
+Lasso and probabilistic inequalities for multivariate point processes
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@@ 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
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@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
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@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
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@@ Property / cites work @@
+Limit theorems for nearly unstable Hawkes processes
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@@ Property / cites work @@
+Q5613601
@@ Property / cites work: Q5613601 / rank @@
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@@ Property / cites work @@
+Random Walk: A Modern Introduction
@@ Property / cites work: Random Walk: A Modern Introduction / rank @@
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@@ Property / cites work @@
+Asymptotic properties and equilibrium conditions for branching Poisson processes
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@@ Property / cites work @@
+Simulation of nonhomogeneous poisson processes by thinning
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@@ Property / cites work @@
+Stability results for a general class of interacting point processes dynamics, and applications
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@@ Property / cites work @@
+The Markovian self-exciting process
@@ Property / cites work: The Markovian self-exciting process / rank @@
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@@ Property / cites work @@
+The asymptotic behaviour of maximum likelihood estimators for stationary point processes
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@@ Property / cites work @@
+Contour of complete nonuniqueness as a method of structural optimization with stability constraints
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@@ Property / cites work @@
+Analyzing Functional Connectivity Using a Network Likelihood Model of Ensemble Neural Spiking Activity
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@@ Property / cites work @@
+Goodness-of-fit tests and nonparametric adaptive estimation for spike train analysis
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@@ Property / cites work @@
+Adaptive density estimation: A curse of support?
@@ Property / cites work: Adaptive density estimation: A curse of support? / rank @@
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@@ Property / cites work @@
+Adaptive estimation for Hawkes processes; application to genome analysis
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@@ Property / cites work @@
+Q3358031
@@ Property / cites work: Q3358031 / rank @@
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@@ Property / cites work @@
+Simulating the Tail of the Interference in a Poisson Network Model
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@@ Property / cites work @@
+Central Limit Theorem for Nonlinear Hawkes Processes
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@@ Property / cites work @@
+Large deviations for Markovian nonlinear Hawkes processes
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@@ links / mardi / name / links / mardi / name @@
+Publication:259574