Limit theorems for inverse process \(T_n\) of Hawkes process (Q520408): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G55
@@ Property / Mathematics Subject Classification ID: 60G55 / rank @@
+Normal rank
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+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
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+F10
@@ Property / Mathematics Subject Classification ID: 60F10 / rank @@
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@@ Property / zbMATH DE Number @@
+6699687
@@ Property / zbMATH DE Number: 6699687 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hawkes processes
@@ Property / zbMATH Keywords: Hawkes processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+self-exciting processes
@@ Property / zbMATH Keywords: self-exciting processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+central limit theorems
@@ Property / zbMATH Keywords: central limit theorems / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+law of large numbers
@@ Property / zbMATH Keywords: law of large numbers / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+large deviations
@@ Property / zbMATH Keywords: large deviations / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10114-016-5470-y
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@@ Property / OpenAlex ID @@
+W2526649546
@@ Property / OpenAlex ID: W2526649546 / rank @@
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@@ 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 @@
+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 @@
+A dynamic contagion process
@@ Property / cites work: A dynamic contagion process / rank @@
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+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 @@
+The Hawkes Process with Different Exciting Functions and its Asymptotic Behavior
+Normal rank
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+Large deviations behavior of counting processes and their inverses
+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 @@
+Q4127752
@@ Property / cites work: Q4127752 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems for nearly unstable Hawkes processes
+Normal rank
@@ Property / cites work @@
+Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes
+Normal rank
@@ Property / cites work @@
+Limit Theorems for Marked Hawkes Processes with Application to a Risk Model
+Normal rank
@@ Property / cites work @@
+Limit theorems for discrete Hawkes processes
@@ Property / cites work: Limit theorems for discrete Hawkes processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3341599
@@ Property / cites work: Q3341599 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for Markovian nonlinear Hawkes processes
+Normal rank
@@ Property / cites work @@
+Process-level large deviations for nonlinear Hawkes point processes
+Normal rank
@@ Property / cites work @@
+Central Limit Theorem for Nonlinear Hawkes Processes
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+Moderate deviations for Hawkes processes
@@ Property / cites work: Moderate deviations for Hawkes processes / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
+Normal rank
@@ Property / cites work @@
+Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:520408