Central Limit Theorem for Nonlinear Hawkes Processes (Q2854079): Difference between revisions

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+Some limit theorems for Hawkes processes and application to financial statistics
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+Q4269108
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+Large Deviations of Poisson Cluster Processes
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+Stability of nonlinear Hawkes processes
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+Rate of convergence to equilibrium of marked Hawkes processes
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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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+An Introduction to the Theory of Point Processes
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+A dynamic contagion process
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+Affine Point Processes and Portfolio Credit Risk
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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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+Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
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+Limit Theorems for Marked Hawkes Processes with Application to a Risk Model
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+Large deviations for Markovian nonlinear Hawkes processes
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