Pages that link to "Item:Q3194561"
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The following pages link to Limit Theorems for Marked Hawkes Processes with Application to a Risk Model (Q3194561):
Displaying 30 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)
- Moderate deviations for marked Hawkes processes (Q1682738) (← 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)
- The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
- Precise deviations for Hawkes processes (Q2214245) (← 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)
- Limit theorems for discrete Hawkes processes (Q2344892) (← links)
- Limit theorems for the compensator of Hawkes processes (Q2406794) (← links)
- Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
- Limit theorems for a discrete-time marked Hawkes process (Q2667603) (← links)
- Central limit theorem for nonlinear Hawkes processes (Q2854079) (← links)
- Transform analysis for Hawkes processes with applications in dark pool trading (Q4554422) (← links)
- Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events (Q4554425) (← links)
- Asymptotic analysis for affine point processes with large initial intensity (Q4615660) (← links)
- An extension of Hawkes processes with ephemeral nearest effects (Q4998027) (← links)
- (Q5001931) (← links)
- Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals (Q5077974) (← links)
- On the total claim amount for marked Poisson cluster models (Q5203948) (← links)
- (Q5242986) (← links)
- Asymptotic results for a class of Markovian self-exciting processes (Q6088842) (← links)
- On the splitting and aggregating of Hawkes processes (Q6102060) (← links)
- Bayesian estimation of nonlinear Hawkes processes (Q6120835) (← links)
- On extremes of random clusters and marked renewal cluster processes (Q6159617) (← links)
- Large and moderate deviations for a discrete-time marked Hawkes process (Q6164685) (← links)
