Some asymptotic results for nonlinear Hawkes processes (Q1630661)

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Language	Label	Description	Also known as
English	Some asymptotic results for nonlinear Hawkes processes	scientific article

Statements

scholarly article

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Some asymptotic results for nonlinear Hawkes processes (English)

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Stochastic Processes and their Applications

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publication date

10 December 2018

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full work available at URL

https://arxiv.org/abs/1702.05852

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zbMATH Keywords

nonlinear Hawkes processes

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MaRDI profile type

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

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Stability of nonlinear Hawkes processes

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Large deviations for stochastic partial differential equations driven by a Poisson random measure

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Moderate deviation principles for stochastic differential equations with jumps

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Variational representations for continuous time processes

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Mean-field limit of generalized Hawkes processes

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Large portfolio losses: A dynamic contagion model

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Statistical inference versus mean field limit for Hawkes processes

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Hawkes processes on large networks

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Large portfolio losses

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Multi-class oscillating systems of interacting neurons

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Large and moderate deviations for estimators of quadratic variational processes of diffusions.

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Asymptotic behaviors for functionals of random dynamical systems

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LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT

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Spectra of some self-exciting and mutually exciting point processes

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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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Large deviations for processes with independent increments

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Large deviations for processes with independent increments

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Goodness-of-fit tests and nonparametric adaptive estimation for spike train analysis

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Adaptive estimation for Hawkes processes; application to genome analysis

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Exponential Martingales and Changes of Measure for Counting Processes

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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

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Process-level large deviations for nonlinear Hawkes point processes

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Large deviations for Markovian nonlinear Hawkes processes

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Identifiers

zbMATH Open document ID

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10.1016/j.spa.2018.01.007

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1630661

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