Pages that link to "Item:Q2565368"
From MaRDI portal
The following pages link to Stability of nonlinear Hawkes processes (Q2565368):
Displaying 50 items.
- Hawkes processes on large networks (Q259574) (← links)
- Statistical inference versus mean field limit for Hawkes processes (Q286219) (← links)
- Hawkes and INAR(\(\infty\)) processes (Q288846) (← links)
- Modelling security market events in continuous time: intensity based, multivariate point process models (Q289187) (← links)
- Infinite systems of interacting chains with memory of variable length -- a stochastic model for biological neural nets (Q358679) (← links)
- Process-level large deviations for nonlinear Hawkes point processes (Q405494) (← links)
- Markov-modulated Hawkes process with stepwise decay (Q421443) (← links)
- Limit theorems for inverse process \(T_n\) of Hawkes process (Q520408) (← links)
- Adaptive estimation for Hawkes processes; application to genome analysis (Q605927) (← links)
- Risk processes with non-stationary Hawkes claims arrivals (Q708785) (← links)
- Bootstrap and permutation tests of independence for point processes (Q892249) (← links)
- Stability results for a general class of interacting point processes dynamics, and applications (Q1579375) (← links)
- Limit theorems for Markovian Hawkes processes with a large initial intensity (Q1615912) (← 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 for cascades of diffusions arising in oscillating systems of interacting Hawkes processes (Q1721907) (← links)
- Integration by parts formulas for marked Hawkes processes (Q1726791) (← links)
- Non-parametric estimation of the spiking rate in systems of interacting neurons (Q1744222) (← links)
- Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels (Q1756953) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- Asymptotics for Hawkes processes with large and small baseline intensities (Q2002515) (← links)
- A bivariate shot noise self-exciting process for insurance (Q2015619) (← links)
- Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
- Hawkes process and Edgeworth expansion with application to maximum likelihood estimator (Q2046294) (← links)
- Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime (Q2059694) (← links)
- A convergence criterion for systems of point processes from the convergence of their stochastic intensities (Q2064803) (← links)
- Mean field limits for interacting Hawkes processes in a diffusive regime (Q2073204) (← links)
- Regenerative properties of the linear Hawkes process with unbounded memory (Q2075331) (← links)
- A weak solution theory for stochastic Volterra equations of convolution type (Q2075334) (← links)
- Mean-field limits for non-linear Hawkes processes with excitation and inhibition (Q2080269) (← links)
- Interacting Hawkes processes with multiplicative inhibition (Q2132533) (← links)
- Mean-field limit of age and leaky memory dependent Hawkes processes (Q2137749) (← links)
- Limit theorems for Hawkes processes including inhibition (Q2137763) (← links)
- Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes (Q2144192) (← links)
- On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
- Marked point processes and intensity ratios for limit order book modeling (Q2166017) (← links)
- Multivariate Hawkes processes on inhomogeneous random graphs (Q2169066) (← links)
- Truncated Hawkes point process modeling: system theory and system identification (Q2173919) (← links)
- Stability for Hawkes processes with inhibition (Q2183136) (← links)
- Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps (Q2196555) (← links)
- Precise deviations for Hawkes processes (Q2214245) (← links)
- Nonparametric Bayesian estimation for multivariate Hawkes processes (Q2215756) (← links)
- Stochastic modelling of big data in finance (Q2218868) (← links)
- Stability and mean-field limits of age dependent Hawkes processes (Q2227472) (← links)
- Exponential inequalities for the supremum of some counting processes and their square martingales (Q2234113) (← links)
- Modelling of limit order books by general compound Hawkes processes with implementations (Q2241518) (← links)
- Point processes on directed linear networks (Q2241612) (← links)
- Generalized evolutionary point processes: model specifications and model comparison (Q2241636) (← links)
- Asymptotic distribution of the score test for detecting marks in Hawkes processes (Q2243558) (← links)
