Pages that link to "Item:Q1950721"

The following pages link to Moderate deviations for Hawkes processes (Q1950721):

Displaying 26 items.

• 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)
• 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)
• Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims (Q2195947) (← 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 discrete Hawkes processes (Q2344892) (← links)
• Limit theorems for the compensator of Hawkes processes (Q2406794) (← links)
• Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps (Q2923430) (← links)
• Limit Theorems for Marked Hawkes Processes with Application to a Risk Model (Q3194561) (← links)
• Asymptotic analysis for affine point processes with large initial intensity (Q4615660) (← links)
• (Q5001931) (← links)
• Functional central limit theorems and moderate deviations for Poisson cluster processes (Q5005039) (← links)
• Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals (Q5077974) (← links)
• (Q5242986) (← links)
• Asymptotic results for a class of Markovian self-exciting processes (Q6088842) (← links)
• Large and moderate deviations for a discrete-time marked Hawkes process (Q6164685) (← 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)