Limit theorems for inverse process T_n of Hawkes process
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Publication:520408
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Cites work
- scientific article; zbMATH DE number 3876298 (Why is no real title available?)
- scientific article; zbMATH DE number 3555176 (Why is no real title available?)
- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- A cluster process representation of a self-exciting process
- A dynamic contagion process
- Affine point processes and portfolio credit risk
- An Introduction to the Theory of Point Processes
- Central limit theorem for nonlinear Hawkes processes
- Large Deviations of Poisson Cluster Processes
- Large deviations behavior of counting processes and their inverses
- Large deviations for Markovian nonlinear Hawkes processes
- Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps
- Limit theorems for discrete Hawkes processes
- Limit theorems for marked Hawkes processes with application to a risk model
- Limit theorems for nearly unstable Hawkes processes
- Moderate deviations for Hawkes processes
- Process-level large deviations for nonlinear Hawkes point processes
- Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes
- Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
- 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
- The Hawkes process with different exciting functions and its asymptotic behavior
Cited in
(10)- Limit theorems for an extended inverse Hawkes process with general exciting functions
- Limit theorems for Hawkes processes with uniform immigrants
- Limit theorems for an inverse Markovian Hawkes process
- Moderate deviations for marked Hawkes processes
- Asymptotics for an extended inverse Markovian Hawkes process
- Asymptotic results for a class of Markovian self-exciting processes
- Limit theorems for discrete Hawkes processes
- Limit theorems for the compensator of Hawkes processes
- Hawkes and INAR(\(\infty\)) processes
- Asymptotics for Hawkes processes with large and small baseline intensities
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