Pages that link to "Item:Q2854079"
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The following pages link to Central Limit Theorem for Nonlinear Hawkes Processes (Q2854079):
Displaying 46 items.
- Hawkes processes on large networks (Q259574) (← 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)
- Limit theorems for Markovian Hawkes processes with a large initial intensity (Q1615912) (← links)
- Some asymptotic results for nonlinear Hawkes processes (Q1630661) (← 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)
- Limit theorems for non-Markovian marked dynamic contagion processes (Q1748333) (← links)
- Asymptotics for Hawkes processes with large and small baseline intensities (Q2002515) (← links)
- Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime (Q2059694) (← links)
- Mean-field limits for non-linear Hawkes processes with excitation and inhibition (Q2080269) (← links)
- Limit theorems for Hawkes processes including inhibition (Q2137763) (← links)
- Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims (Q2195947) (← links)
- Precise deviations for Hawkes processes (Q2214245) (← links)
- Modelling of limit order books by general compound Hawkes processes with implementations (Q2241518) (← links)
- Generalized evolutionary point processes: model specifications and model comparison (Q2241636) (← links)
- Limit properties of continuous self-exciting processes (Q2273724) (← links)
- Limit theorems for an inverse Markovian Hawkes process (Q2273737) (← 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)
- Limit theorems for the compensator of Hawkes processes (Q2406794) (← links)
- Limit theorems for a discrete-time marked Hawkes process (Q2667603) (← links)
- Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps (Q2923430) (← links)
- A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318) (← links)
- Limit Theorems for Marked Hawkes Processes with Application to a Risk Model (Q3194561) (← links)
- An elementary derivation of moments of Hawkes processes (Q3298815) (← links)
- Affine Point Processes: Approximation and Efficient Simulation (Q3465933) (← links)
- Asymptotic analysis for affine point processes with large initial intensity (Q4615660) (← links)
- An extension of Hawkes processes with ephemeral nearest effects (Q4998027) (← links)
- (Q5001931) (← links)
- Renewal in Hawkes processes with self-excitation and inhibition (Q5005038) (← links)
- Functional central limit theorems and moderate deviations for Poisson cluster processes (Q5005039) (← links)
- Numerical method for means of linear Hawkes processes (Q5077453) (← links)
- Partial self-exciting point processes and their parameter estimations (Q5087967) (← links)
- (Q5242986) (← links)
- The Hawkes Process with Different Exciting Functions and its Asymptotic Behavior (Q5252235) (← links)
- The Malliavin-Stein method for Hawkes functionals (Q5870399) (← links)
- Asymptotic results for a class of Markovian self-exciting processes (Q6088842) (← links)
- Limit theorems for an extended inverse Hawkes process with general exciting functions (Q6165373) (← links)
- Study of discrete-time Hawkes process and its compensator (Q6606006) (← links)
