Pages that link to "Item:Q2447641"
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The following pages link to Some limit theorems for Hawkes processes and application to financial statistics (Q2447641):
Displayed 43 items.
- Likelihood based inference for the multivariate renewal Hawkes process (Q149025) (← links)
- Hawkes processes on large networks (Q259574) (← links)
- Dynamic optimal execution in a mixed-market-impact Hawkes price model (Q261925) (← links)
- Locally stationary Hawkes processes (Q271846) (← links)
- Statistical inference versus mean field limit for Hawkes processes (Q286219) (← links)
- Process-level large deviations for nonlinear Hawkes point processes (Q405494) (← 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)
- Some asymptotic results for nonlinear Hawkes processes (Q1630661) (← links)
- Perfect hedging in rough Heston models (Q1634189) (← links)
- Moderate deviations for multivariate Hawkes processes (Q1644186) (← links)
- Mean-field limit of generalized Hawkes processes (Q1679466) (← links)
- Moderate deviations for marked Hawkes processes (Q1682738) (← links)
- Functional limit theorems for a new class of non-stationary shot noise processes (Q1688617) (← links)
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987) (← links)
- The microstructural foundations of leverage effect and rough volatility (Q1709601) (← links)
- Integration by parts formulas for marked Hawkes processes (Q1726791) (← links)
- Self-exciting jump processes with applications to energy markets (Q1744711) (← links)
- Statistical inference for the doubly stochastic self-exciting process (Q1750090) (← links)
- Asymptotics for Hawkes processes with large and small baseline intensities (Q2002515) (← links)
- Limit properties of continuous self-exciting processes (Q2273724) (← links)
- A switching microstructure model for stock prices (Q2312402) (← links)
- Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues (Q2315066) (← links)
- Large deviations for Markovian nonlinear Hawkes processes (Q2341624) (← links)
- Limit theorems for nearly unstable Hawkes processes (Q2341626) (← links)
- Limit theorems for discrete Hawkes processes (Q2344892) (← links)
- Lasso and probabilistic inequalities for multivariate point processes (Q2345116) (← links)
- Limit theorems for the compensator of Hawkes processes (Q2406794) (← links)
- Central Limit Theorem for Nonlinear Hawkes Processes (Q2854079) (← links)
- Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps (Q2923430) (← links)
- Fractional Skellam processes with applications to finance (Q2939445) (← links)
- Wavelet-Based Methods for High-Frequency Lead-Lag Analysis (Q3122063) (← 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)
- Affine Point Processes: Approximation and Efficient Simulation (Q3465933) (← links)
- Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events (Q4554425) (← links)
- An estimation procedure for the Hawkes process (Q4555098) (← links)
- Asymptotic analysis for affine point processes with large initial intensity (Q4615660) (← links)
- Market impact as anticipation of the order flow imbalance (Q4683068) (← links)
- PRICE IMPACT OF LARGE ORDERS USING HAWKES PROCESSES (Q4966641) (← links)
- Hawkes model for price and trades high-frequency dynamics (Q5245453) (← links)
- The Hawkes Process with Different Exciting Functions and its Asymptotic Behavior (Q5252235) (← links)
- The characteristic function of rough Heston models (Q5743116) (← links)