Precise deviations for discrete marked Hawkes processes
From MaRDI portal
Cites work
- Affine point processes and portfolio credit risk
- Central limit theorem for nonlinear Hawkes processes
- Estimating value-at-risk: a point process approach
- FADO: A Statistical Method to Detect Favored or Avoided Distances between Occurrences of Motifs using the Hawkes' Model
- Fluctuations and precise deviations of cumulative INAR time series
- Functional limit theorems for marked Hawkes point measures
- Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime
- Hawkes and INAR(\(\infty\)) processes
- Large and moderate deviations for a discrete-time marked Hawkes process
- Large deviations for Markovian nonlinear Hawkes processes
- Large Deviations of Poisson Cluster Processes
- Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps
- Limit theorems for a discrete-time marked Hawkes process
- Limit theorems for discrete Hawkes processes
- Limit theorems for marked Hawkes processes with application to a risk model
- Mod- convergence. Normality zones and precise deviations
- Modelling Financial High Frequency Data Using Point Processes
- Modelling security market events in continuous time: intensity based, multivariate point process models
- Moderate deviations for Hawkes processes
- On Gronwall's Inequality
- Precise deviations for Hawkes processes
- Process-level large deviations for nonlinear Hawkes point processes
- Some limit theorems for Hawkes processes and application to financial statistics
- Spectra of some self-exciting and mutually exciting point processes
- Stability of nonlinear Hawkes processes
This page was built for publication: Precise deviations for discrete marked Hawkes processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7312370)
