Functional central limit theorems and moderate deviations for Poisson cluster processes (Q5005039): Difference between revisions

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+Some limit theorems for Hawkes processes and application to financial statistics
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+Q5560061
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+Q3794956
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+Poisson cluster measures: Quasi-invariance, integration by parts and equilibrium stochastic dynamics
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+Large Deviations of Poisson Cluster Processes
@@ Property / cites work: Large Deviations of Poisson Cluster 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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+Hawkes processes on large networks
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+Q4391441
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+Large and moderate deviations for estimators of quadratic variational processes of diffusions.
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+Modeling network traffic by a cluster Poisson input process with heavy and light-tailed file sizes
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+A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime
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+Modeling teletraffic arrivals by a Poisson cluster process
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+Some asymptotic results for nonlinear Hawkes processes
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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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+Prediction of outstanding payments in a Poisson cluster model
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+Prediction in a non-homogeneous Poisson cluster model
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+Prediction in a Poisson cluster model
@@ Property / cites work: Prediction in a Poisson cluster model / rank @@
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+Q4838527
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+Q3256936
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+Gaussian approximation of nonlinear Hawkes processes
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+Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes 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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