Pages that link to "Item:Q1615912"
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The following pages link to Limit theorems for Markovian Hawkes processes with a large initial intensity (Q1615912):
Displaying 13 items.
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987) (← links)
- Limit theorems for non-Markovian marked dynamic contagion processes (Q1748333) (← links)
- Functional limit theorems for marked Hawkes point measures (Q2021389) (← links)
- Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime (Q2059694) (← links)
- The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
- Precise deviations for Hawkes processes (Q2214245) (← links)
- Limit theorems for an inverse Markovian Hawkes process (Q2273737) (← links)
- Limit theorems for a discrete-time marked Hawkes process (Q2667603) (← links)
- (Q5001931) (← links)
- Numerical method for means of linear Hawkes processes (Q5077453) (← links)
- (Q5093432) (← links)
- Matrix calculations for moments of Markov processes (Q6043463) (← links)
- Asymptotic results for a class of Markovian self-exciting processes (Q6088842) (← links)
