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 50 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)
- Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← 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)
- Functional limit theorems for marked Hawkes point measures (Q2021389) (← links)
- Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
- Dimensioning a queue with state-dependent arrival rates (Q2027065) (← links)
- Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime (Q2059694) (← links)
- Regenerative properties of the linear Hawkes process with unbounded memory (Q2075331) (← links)
- The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
- Cluster point processes and Poisson thinning INARMA (Q2121089) (← links)
- Interacting Hawkes processes with multiplicative inhibition (Q2132533) (← links)
- Limit theorems for Hawkes processes including inhibition (Q2137763) (← links)
- On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
- Statistical inference for a partially observed interacting system of Hawkes processes (Q2196382) (← links)
- Precise deviations for Hawkes processes (Q2214245) (← links)
- Infinitely stochastic micro reserving (Q2234749) (← links)
- From tick data to semimartingales (Q2240473) (← links)
- Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition (Q2244537) (← links)
- A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy (Q2246615) (← 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)
- Moment generating function of non-Markov self-excited claims processes (Q2665866) (← links)
- Limit theorems for a discrete-time marked Hawkes process (Q2667603) (← links)
- Hawkes processes framework with a gamma density as excitation function: application to natural disasters for insurance (Q2684927) (← links)
- Cumulative damage for multi-type epidemics and an application to infectious diseases (Q2689526) (← links)
- Central Limit Theorem for Nonlinear Hawkes Processes (Q2854079) (← links)