Pages that link to "Item:Q1615912"

The following pages link to Limit theorems for Markovian Hawkes processes with a large initial intensity (Q1615912):

Displaying 22 items.

• Some asymptotic results for nonlinear Hawkes processes (Q1630661) (← 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 marked Hawkes point measures (Q2021389) (← 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)
• The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
• Precise deviations for Hawkes processes (Q2214245) (← 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 a discrete-time marked Hawkes process (Q2667603) (← links)
• (Q5001931) (← links)
• Self-exciting jump processes and their asymptotic behaviour (Q5056593) (← links)
• Numerical method for means of linear Hawkes processes (Q5077453) (← links)
• (Q5093432) (← links)
• The Hawkes Process with Different Exciting Functions and its Asymptotic Behavior (Q5252235) (← links)
• Matrix calculations for moments of Markov processes (Q6043463) (← links)
• Asymptotic results for a class of Markovian self-exciting processes (Q6088842) (← links)