Pages that link to "Item:Q341602"
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The following pages link to Gaussian approximation of nonlinear Hawkes processes (Q341602):
Displaying 14 items.
- 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)
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987) (← links)
- Precise deviations for Hawkes processes (Q2214245) (← links)
- Functional central limit theorems and moderate deviations for Poisson cluster processes (Q5005039) (← links)
- (Q5093432) (← links)
- The Malliavin-Stein method for Hawkes functionals (Q5870399) (← links)
- An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)
- Bayesian estimation of nonlinear Hawkes processes (Q6120835) (← links)
- Diffusive limits of Lipschitz functionals of Poisson measures (Q6126114) (← links)
- Normal approximation of compound Hawkes functionals (Q6204793) (← links)
- On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes (Q6541944) (← links)
- Multivariate Hawkes process allowing for common shocks (Q6650757) (← links)
