scientific article; zbMATH DE number 7374752
From MaRDI portal
Publication:5001931
DOI10.4134/JKMS.j200251zbMath1469.60157MaRDI QIDQ5001931
Publication date: 23 July 2021
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
law of large numberscentral limit theoremsHawkes processself-exciting point processesinverse Markovian
Central limit and other weak theorems (60F05) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (2)
Asymptotic results for a class of Markovian self-exciting processes ⋮ Limit theorems for an extended inverse Hawkes process with general exciting functions
Cites Work
- Unnamed Item
- Unnamed Item
- Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes
- Process-level large deviations for nonlinear Hawkes point processes
- Limit theorems for inverse process \(T_n\) of Hawkes process
- Stability results for a general class of interacting point processes dynamics, and applications
- Limit theorems for Markovian Hawkes processes with a large initial intensity
- Some asymptotic results for nonlinear Hawkes processes
- The Hawkes process with renewal immigration \& its estimation with an EM algorithm
- Moderate deviations for marked Hawkes processes
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity
- Moderate deviations for Hawkes processes
- Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
- Limit theorems for an inverse Markovian Hawkes process
- Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
- Large deviations for Markovian nonlinear Hawkes processes
- Limit theorems for nearly unstable Hawkes processes
- Limit theorems for discrete Hawkes processes
- Limit theorems for the compensator of Hawkes processes
- Some limit theorems for Hawkes processes and application to financial statistics
- Stability of nonlinear Hawkes processes
- Central Limit Theorem for Nonlinear Hawkes Processes
- Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps
- Affine Point Processes and Portfolio Credit Risk
- A dynamic contagion process
- Limit Theorems for Marked Hawkes Processes with Application to a Risk Model
- Large Deviations of Poisson Cluster Processes
- A cluster process representation of a self-exciting process
- Transform analysis for Hawkes processes with applications in dark pool trading
- An Introduction to the Theory of Point Processes
- The Hawkes Process with Different Exciting Functions and its Asymptotic Behavior
- Spectra of some self-exciting and mutually exciting point processes
- On the Stochastic Matrices Associated with Certain Queuing Processes
This page was built for publication: