Stability of nonlinear Hawkes processes
From MaRDI portal
Recommendations
Cited in
(only showing first 100 items - show all)- 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
- Mean-field limit of generalized Hawkes processes
- Moderate deviations for marked Hawkes processes
- Large deviations for cascades of diffusions arising in oscillating systems of interacting Hawkes processes
- Integration by parts formulas for marked Hawkes processes
- Non-parametric estimation of the spiking rate in systems of interacting neurons
- Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
- Asymptotics for Hawkes processes with large and small baseline intensities
- A bivariate shot noise self-exciting process for insurance
- Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process
- Hawkes process and Edgeworth expansion with application to maximum likelihood estimator
- Hawkes processes: some key ideas, links to neuroscience and system identification
- Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime
- A convergence criterion for systems of point processes from the convergence of their stochastic intensities
- Mean field limits for interacting Hawkes processes in a diffusive regime
- Regenerative properties of the linear Hawkes process with unbounded memory
- A weak solution theory for stochastic Volterra equations of convolution type
- Mean-field limits for non-linear Hawkes processes with excitation and inhibition
- Interacting Hawkes processes with multiplicative inhibition
- Mean-field limit of age and leaky memory dependent Hawkes processes
- Limit theorems for Hawkes processes including inhibition
- Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes
- On the nonparametric inference of coefficients of self-exciting jump-diffusion
- Marked point processes and intensity ratios for limit order book modeling
- Multivariate Hawkes processes on inhomogeneous random graphs
- Truncated Hawkes point process modeling: system theory and system identification
- Stability for Hawkes processes with inhibition
- Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps
- Precise deviations for Hawkes processes
- Nonparametric Bayesian estimation for multivariate Hawkes processes
- Stochastic modelling of big data in finance
- Stability and mean-field limits of age dependent Hawkes processes
- Exponential inequalities for the supremum of some counting processes and their square martingales
- Modelling of limit order books by general compound Hawkes processes with implementations
- Point processes on directed linear networks
- Generalized evolutionary point processes: model specifications and model comparison
- Asymptotic distribution of the score test for detecting marks in Hawkes processes
- Goodness-of-fit tests and nonparametric adaptive estimation for spike train analysis
- Limit theorems for an inverse Markovian Hawkes process
- Functional inequalities for marked point processes
- 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
- Lasso and probabilistic inequalities for multivariate point processes
- Statistical inference for ergodic point processes and application to limit order book
- Multi-class oscillating systems of interacting neurons
- Limit theorems for the compensator of Hawkes processes
- Hawkes processes on large networks
- Limit theorems for a discrete-time marked Hawkes process
- Construction and simulation of generalized multivariate Hawkes processes
- Hawkes branching point processes without ancestors
- Central limit theorem for nonlinear Hawkes processes
- Statistical inference versus mean field limit for Hawkes processes
- Hawkes and INAR(\(\infty\)) processes
- Modelling security market events in continuous time: intensity based, multivariate point process models
- Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps
- A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK
- A dynamic contagion process
- Microscopic approach of a time elapsed neural model
- Large Deviations of Poisson Cluster Processes
- Infinite systems of interacting chains with memory of variable length -- a stochastic model for biological neural nets
- Process-level large deviations for nonlinear Hawkes point processes
- Markov-modulated Hawkes process with stepwise decay
- Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics
- Analysis of order book flows using a non-parametric estimation of the branching ratio matrix
- High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration
- Constant proportion portfolio insurance strategies in contagious markets
- An estimation procedure for the Hawkes process
- The role of volume in order book dynamics: a multivariate Hawkes process analysis
- Spatio-temporal patterns of IED usage by the Provisional Irish Republican Army
- Spiking neurons: interacting Hawkes processes, mean field limits and oscillations
- Estimation for the prediction of point processes with many covariates
- Exponential ergodicity for diffusions with jumps driven by a Hawkes process
- An extension of Hawkes processes with ephemeral nearest effects
- Asymptotics for an extended inverse Markovian Hawkes process
- Renewal in Hawkes processes with self-excitation and inhibition
- State-dependent Hawkes processes and their application to limit order book modelling
- An ephemerally self-exciting point process
- Propagation of spiking moments in linear Hawkes networks
- Clustering effects via Hawkes processes
- On the total claim amount for marked Poisson cluster models
- Efficient simulation of Lévy-driven point processes
- Limit theorems for inverse process \(T_n\) of Hawkes process
- Flexible statistical modelling of the occurrences of transcription factor binding sites along a DNA sequence
- Hawkes processes with variable length memory and an infinite number of components
- Limit theorems for Hawkes processes with uniform immigrants
- Perfect simulation of Hawkes processes
- The Malliavin-Stein method for Hawkes functionals
- Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels
- A model of Poissonian interactions and detection of dependence
- Nonparametric likelihood based estimation of linear filters for point processes
- An expansion formula for Hawkes processes and application to cyber-insurance derivatives
- Adaptive estimation for Hawkes processes; application to genome analysis
- ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS
- Asymptotic results for a class of Markovian self-exciting processes
- Nonlinear Poisson autoregression and nonlinear Hawkes processes
This page was built for publication: Stability of nonlinear Hawkes processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2565368)
