Q5001931 (Q5001931): Difference between revisions

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+MaRDI publication profile
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+Some limit theorems for Hawkes processes and application to financial statistics
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+Large Deviations of Poisson Cluster Processes
@@ Property / cites work: Large Deviations of Poisson Cluster Processes / rank @@
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+Stability of nonlinear Hawkes processes
@@ Property / cites work: Stability of nonlinear Hawkes processes / rank @@
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+An Introduction to the Theory of Point Processes
@@ Property / cites work: An Introduction to the Theory of Point Processes / rank @@
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+A dynamic contagion process
@@ Property / cites work: A dynamic contagion process / rank @@
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+Affine Point Processes and Portfolio Credit Risk
@@ Property / cites work: Affine Point Processes and Portfolio Credit Risk / rank @@
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+The Hawkes Process with Different Exciting Functions and its Asymptotic Behavior
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+On the Stochastic Matrices Associated with Certain Queuing Processes
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+Transform analysis for Hawkes processes with applications in dark pool trading
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+Some asymptotic results for nonlinear Hawkes processes
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+Limit theorems for Markovian Hawkes processes with a large initial intensity
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+Large deviations and applications for Markovian Hawkes processes with a large initial intensity
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+Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
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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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+Q3774629
@@ Property / cites work: Q3774629 / rank @@
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+Q4127752
@@ Property / cites work: Q4127752 / rank @@
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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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+Limit Theorems for Marked Hawkes Processes with Application to a Risk Model
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+Stability results for a general class of interacting point processes dynamics, and applications
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+Limit theorems for discrete Hawkes processes
@@ Property / cites work: Limit theorems for discrete Hawkes processes / rank @@
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+Limit theorems for inverse process \(T_n\) of Hawkes process
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+Moderate deviations for marked Hawkes processes
@@ Property / cites work: Moderate deviations for marked Hawkes processes / rank @@
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+Limit theorems for the compensator of Hawkes processes
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+Limit theorems for an inverse Markovian Hawkes process
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+The Hawkes process with renewal immigration \& its estimation with an EM algorithm
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+Large deviations for Markovian nonlinear Hawkes processes
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+Process-level large deviations for nonlinear Hawkes point processes
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+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 @@
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+Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
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+Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps
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+Publication:5001931