Statistical inference versus mean field limit for Hawkes processes

DOI10.1214/16-EJS1142zbMath1343.62050arXiv1507.02887MaRDI QIDQ286219

Sylvain Delattre, Nicolas Fournier

Publication date: 20 May 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.02887

zbMATH Keywords

point processesstatistical inferencepropagation of chaosmultivariate Hawkes processesinteraction graphmean field limitstochastic interacting particle systems

Mathematics Subject Classification ID

Related Items (7)

Limit theorems for Markovian Hawkes processes with a large initial intensity ⋮ Some asymptotic results for nonlinear Hawkes processes ⋮ Bayesian estimation of nonlinear Hawkes processes ⋮ Statistical inference for a partially observed interacting system of Hawkes processes ⋮ Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues ⋮ Regenerative properties of the linear Hawkes process with unbounded memory ⋮ Renewal in Hawkes processes with self-excitation and inhibition

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