Pages that link to "Item:Q2565368"

The following pages link to Stability of nonlinear Hawkes processes (Q2565368):

Displaying 50 items.

• Asymptotic distribution of the score test for detecting marks in Hawkes processes (Q2243558) (← links)
• Goodness-of-fit tests and nonparametric adaptive estimation for spike train analysis (Q2251601) (← links)
• Limit theorems for an inverse Markovian Hawkes process (Q2273737) (← links)
• Functional inequalities for marked point processes (Q2279309) (← 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)
• Lasso and probabilistic inequalities for multivariate point processes (Q2345116) (← links)
• Statistical inference for ergodic point processes and application to limit order book (Q2359704) (← links)
• Multi-class oscillating systems of interacting neurons (Q2359705) (← links)
• Limit theorems for the compensator of Hawkes processes (Q2406794) (← links)
• Limit theorems for a discrete-time marked Hawkes process (Q2667603) (← links)
• Construction and simulation of generalized multivariate Hawkes processes (Q2684947) (← links)
• Hawkes branching point processes without ancestors (Q2731156) (← links)
• Central limit theorem for nonlinear Hawkes processes (Q2854079) (← 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)
• A dynamic contagion process (Q3173006) (← links)
• Microscopic approach of a time elapsed neural model (Q3451155) (← links)
• Large Deviations of Poisson Cluster Processes (Q3548758) (← links)
• Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics (Q4554209) (← links)
• Analysis of order book flows using a non-parametric estimation of the branching ratio matrix (Q4554417) (← links)
• High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration (Q4554421) (← links)
• Constant proportion portfolio insurance strategies in contagious markets (Q4554427) (← links)
• An estimation procedure for the Hawkes process (Q4555098) (← links)
• The role of volume in order book dynamics: a multivariate Hawkes process analysis (Q4555121) (← links)
• Spatio-temporal patterns of IED usage by the Provisional Irish Republican Army (Q4594589) (← links)
• Spiking neurons : interacting Hawkes processes, mean field limits and oscillations (Q4606429) (← links)
• ESTIMATION FOR THE PREDICTION OF POINT PROCESSES WITH MANY COVARIATES (Q4643224) (← links)
• Exponential ergodicity for diffusions with jumps driven by a Hawkes process (Q4989959) (← 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)
• State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) (← links)
• An ephemerally self-exciting point process (Q5084789) (← links)
• Propagation of Spiking Moments in Linear Hawkes Networks (Q5109367) (← links)
• Clustering Effects via Hawkes Processes (Q5132613) (← links)
• On the total claim amount for marked Poisson cluster models (Q5203948) (← links)
• Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
• FLEXIBLE STATISTICAL MODELLING OF THE OCCURRENCES OF TRANSCRIPTION FACTOR BINDING SITES ALONG A DNA SEQUENCE (Q5229486) (← links)
• Hawkes processes with variable length memory and an infinite number of components (Q5233160) (← links)
• (Q5242986) (← links)
• Perfect simulation of Hawkes processes (Q5697194) (← links)
• The Malliavin-Stein method for Hawkes functionals (Q5870399) (← links)
• Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels (Q5881047) (← links)
• A model of Poissonian interactions and detection of dependence (Q5962751) (← links)
• Nonparametric likelihood based estimation of linear filters for point processes (Q5963732) (← links)
• An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)
• ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS (Q6078283) (← links)