Pages that link to "Item:Q2341624"

The following pages link to Large deviations for Markovian nonlinear Hawkes processes (Q2341624):

Displaying 33 items.

• Hawkes processes on large networks (Q259574) (← links)
• Statistical inference versus mean field limit for Hawkes processes (Q286219) (← links)
• Limit theorems for inverse process \(T_n\) of Hawkes process (Q520408) (← links)
• Limit theorems for Markovian Hawkes processes with a large initial intensity (Q1615912) (← links)
• A general framework for time-changed Markov processes and applications (Q1622827) (← links)
• Some asymptotic results for nonlinear Hawkes processes (Q1630661) (← links)
• Mean-field limit of generalized Hawkes processes (Q1679466) (← links)
• Moderate deviations for marked Hawkes processes (Q1682738) (← links)
• Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987) (← links)
• Limit theorems for non-Markovian marked dynamic contagion processes (Q1748333) (← links)
• Asymptotics for Hawkes processes with large and small baseline intensities (Q2002515) (← links)
• Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (Q2015621) (← links)
• Mean-field limits for non-linear Hawkes processes with excitation and inhibition (Q2080269) (← links)
• Limit theorems for Hawkes processes including inhibition (Q2137763) (← links)
• Precise deviations for Hawkes processes (Q2214245) (← links)
• Limit theorems for an inverse Markovian Hawkes process (Q2273737) (← links)
• Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues (Q2315066) (← links)
• Limit theorems for the compensator of Hawkes processes (Q2406794) (← links)
• Limit theorems for a discrete-time marked Hawkes process (Q2667603) (← links)
• Central Limit Theorem for Nonlinear Hawkes Processes (Q2854079) (← links)
• Limit Theorems for Marked Hawkes Processes with Application to a Risk Model (Q3194561) (← links)
• Long-Time Behavior of a Hawkes Process--Based Limit Order Book (Q3456836) (← links)
• High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration (Q4554421) (← links)
• Transform analysis for Hawkes processes with applications in dark pool trading (Q4554422) (← links)
• An extension of Hawkes processes with ephemeral nearest effects (Q4998027) (← links)
• (Q5001931) (← links)
• (Q5093432) (← links)
• (Q5242986) (← links)
• The Malliavin-Stein method for Hawkes functionals (Q5870399) (← links)
• Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels (Q5881047) (← links)
• Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals (Q6054128) (← links)
• Asymptotic results for a class of Markovian self-exciting processes (Q6088842) (← links)
• Limit theorems for an extended inverse Hawkes process with general exciting functions (Q6165373) (← links)