Pages that link to "Item:Q3548758"

The following pages link to Large Deviations of Poisson Cluster Processes (Q3548758):

Displaying 45 items.

• Hawkes processes on large networks (Q259574) (← links)
• Process-level large deviations for nonlinear Hawkes point processes (Q405494) (← links)
• Limit theorems for inverse process \(T_n\) of Hawkes process (Q520408) (← links)
• Risk processes with non-stationary Hawkes claims arrivals (Q708785) (← 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 marked Hawkes processes (Q1682738) (← links)
• Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987) (← links)
• Asymptotics for Hawkes processes with large and small baseline intensities (Q2002515) (← links)
• Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (Q2015621) (← links)
• Functional limit theorems for marked Hawkes point measures (Q2021389) (← links)
• Asymptotic analysis of Poisson shot noise processes, and applications (Q2066967) (← links)
• Limit theorems for Hawkes processes including inhibition (Q2137763) (← links)
• Strongly super-Poisson statistics replaced by a wide-pulse Poisson process: the billiard random generator (Q2171436) (← links)
• Precise deviations for Hawkes processes (Q2214245) (← links)
• Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case (Q2230878) (← links)
• Recursive computation of the Hawkes cumulants (Q2244575) (← links)
• Limit properties of continuous self-exciting processes (Q2273724) (← 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 discrete Hawkes processes (Q2344892) (← links)
• Limit theorems for the compensator of Hawkes processes (Q2406794) (← links)
• Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times (Q2667602) (← links)
• Limit theorems for a discrete-time marked Hawkes process (Q2667603) (← links)
• Hawkes processes framework with a gamma density as excitation function: application to natural disasters for insurance (Q2684927) (← links)
• Central Limit Theorem for Nonlinear Hawkes Processes (Q2854079) (← links)
• Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps (Q2923430) (← links)
• Comparisons and asymptotics for empty space hazard functions of germ-grain models (Q3111050) (← links)
• A dynamic contagion process (Q3173006) (← links)
• Limit Theorems for Marked Hawkes Processes with Application to a Risk Model (Q3194561) (← links)
• Affine Point Processes: Approximation and Efficient Simulation (Q3465933) (← links)
• Asymptotic analysis for affine point processes with large initial intensity (Q4615660) (← links)
• Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals (Q4638736) (← links)
• An extension of Hawkes processes with ephemeral nearest effects (Q4998027) (← links)
• (Q5001931) (← links)
• Functional central limit theorems and moderate deviations for Poisson cluster processes (Q5005039) (← links)
• RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS (Q5051222) (← links)
• Precise deviations for Cox processes with a shot noise intensity (Q5077947) (← links)
• Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals (Q5077974) (← links)
• Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals (Q5084490) (← links)
• (Q5242986) (← links)
• The Malliavin-Stein method for Hawkes functionals (Q5870399) (← links)
• Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals (Q6054128) (← 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)