Second-Order Regular Variation and Second-Order Approximation of Hawkes Processes
Fuente:
arXiv
Saved in:
| Main Authors: | Horst, Ulrich, Xu, Wei |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility
by: Horst, Ulrich, et al.
Published: (2023)
by: Horst, Ulrich, et al.
Published: (2023)
Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures
by: Horst, Ulrich, et al.
Published: (2024)
by: Horst, Ulrich, et al.
Published: (2024)
Functional Limit Theorems for Hawkes Processes
by: Horst, Ulrich, et al.
Published: (2024)
by: Horst, Ulrich, et al.
Published: (2024)
Asymptotics for Exponential Functionals of Random Walks
by: Xu, Wei
Published: (2022)
by: Xu, Wei
Published: (2022)
Records in the Infinite Occupancy Scheme
by: Derbazi, Zakaria, et al.
Published: (2023)
by: Derbazi, Zakaria, et al.
Published: (2023)
Generalized Fractional Risk Process
by: Soni, Ritik, et al.
Published: (2024)
by: Soni, Ritik, et al.
Published: (2024)
A characterization of ruin-inducing probability measures in a renewal risk model
by: Tzaninis, Spyridon M., et al.
Published: (2026)
by: Tzaninis, Spyridon M., et al.
Published: (2026)
Multivariate Second-Order $p$-Poincaré Inequalities
by: Trauthwein, Tara
Published: (2024)
by: Trauthwein, Tara
Published: (2024)
Stationary switching random walks
by: Vysotsky, Vladislav
Published: (2024)
by: Vysotsky, Vladislav
Published: (2024)
Scaling Limit Theorems for Multivariate Hawkes Processes and Stochastic Volterra Equations with Measure Kernel
by: Xu, Wei
Published: (2024)
by: Xu, Wei
Published: (2024)
Limit theorems for anisotropic functionals of stationary Gaussian fields with Gneiting covariance function
by: Leonenko, Nikolai, et al.
Published: (2026)
by: Leonenko, Nikolai, et al.
Published: (2026)
Lipschitz cutset for fractal graphs and applications to the spread of infections
by: Drewitz, Alexander, et al.
Published: (2023)
by: Drewitz, Alexander, et al.
Published: (2023)
Study of discrete-time Hawkes process and its compensator
by: Sarma, Utpal Jyoti Deba, et al.
Published: (2024)
by: Sarma, Utpal Jyoti Deba, et al.
Published: (2024)
Characteristics of asymmetric switch processes with independent switching times
by: Bengtsson, Henrik, et al.
Published: (2024)
by: Bengtsson, Henrik, et al.
Published: (2024)
Characteristics of the switch process and geometric divisibility
by: Bengtsson, Henrik
Published: (2022)
by: Bengtsson, Henrik
Published: (2022)
Explicit formula of boundary crossing probabilities for continuous local martingales to constant boundary
by: Potiron, Yoann
Published: (2023)
by: Potiron, Yoann
Published: (2023)
Random walks in Weyl chambers
by: Denisov, Denis, et al.
Published: (2025)
by: Denisov, Denis, et al.
Published: (2025)
A Poisson representation of the positive sojourn time of Lévy processes
by: Pitters, Helmut H.
Published: (2025)
by: Pitters, Helmut H.
Published: (2025)
On the limit law of the superdiffusive elephant random walk
by: Guérin, Hélène, et al.
Published: (2024)
by: Guérin, Hélène, et al.
Published: (2024)
The isoperimetric problem for convex hulls and the large deviations rate functionals of random walks
by: Vysotsky, Vladislav
Published: (2023)
by: Vysotsky, Vladislav
Published: (2023)
Stationary entrance chains and applications to random walks
by: Mijatovic, Aleksandar, et al.
Published: (2024)
by: Mijatovic, Aleksandar, et al.
Published: (2024)
Bivariate Tempered Space-Fractional Poisson Process and Shock Models
by: Soni, Ritik, et al.
Published: (2023)
by: Soni, Ritik, et al.
Published: (2023)
Estimating the hyperuniformity exponent of point processes
by: Mastrilli, Gabriel, et al.
Published: (2024)
by: Mastrilli, Gabriel, et al.
Published: (2024)
Comparison results for positive supermodular dependent Markov tree distributions
by: Ansari, Jonathan, et al.
Published: (2024)
by: Ansari, Jonathan, et al.
Published: (2024)
Estimation of parameters and local times in a discretely observed threshold diffusion model
by: Mazzonetto, Sara, et al.
Published: (2024)
by: Mazzonetto, Sara, et al.
Published: (2024)
Stein's method, Gaussian processes and Palm measures, with applications to queueing
by: Barbour, A. D., et al.
Published: (2021)
by: Barbour, A. D., et al.
Published: (2021)
Extensions of Panjer's recursion for mixed compound distributions
by: Tzaninis, Spyridon M., et al.
Published: (2024)
by: Tzaninis, Spyridon M., et al.
Published: (2024)
Mean-Field Limits for Nearly Unstable Hawkes Processes
by: Szymanski, Grégoire, et al.
Published: (2025)
by: Szymanski, Grégoire, et al.
Published: (2025)
Stochastic Ordering under Weaker Likelihood-Ratio Shape Conditions
by: Derbazi, Z.
Published: (2026)
by: Derbazi, Z.
Published: (2026)
Catene ideali con numero fissato di auto-intersezioni
by: Franchini, Simone
Published: (2024)
by: Franchini, Simone
Published: (2024)
Rectangular Gilbert Tessellation
by: Ewers, Emily, et al.
Published: (2024)
by: Ewers, Emily, et al.
Published: (2024)
On the asymptotic normality of persistent Betti numbers
by: Krebs, Johannes, et al.
Published: (2019)
by: Krebs, Johannes, et al.
Published: (2019)
Critical Spectral Invariants in Random Walks with Geometric Resetting
by: Coso, Juan Antonio Vega
Published: (2026)
by: Coso, Juan Antonio Vega
Published: (2026)
A Proof of Basic Limit Theorem of Renewal Theory
by: Koga, Toshihiro
Published: (2024)
by: Koga, Toshihiro
Published: (2024)
Percolation in the marked stationary Random Connection Model for higher-dimensional simplicial complexes
by: Pabst, Dominik
Published: (2025)
by: Pabst, Dominik
Published: (2025)
Stochastic Volterra Equations for the Local Times of Spectrally Positive Stable Processes
by: Xu, Wei
Published: (2021)
by: Xu, Wei
Published: (2021)
On the Golomb-Dickman constant under Ewens sampling
by: Mendonça, José Ricardo G., et al.
Published: (2026)
by: Mendonça, José Ricardo G., et al.
Published: (2026)
Applications of the perturbation formula for Poisson processes to elementary and geometric probability
by: Last, Guenter, et al.
Published: (2019)
by: Last, Guenter, et al.
Published: (2019)
Random positive linear operators and their applications to nonparametric statistics
by: Adell, José A., et al.
Published: (2025)
by: Adell, José A., et al.
Published: (2025)
An alternative formulation of the discrete-time fractional Poisson process
by: Yoshida, Naohiro
Published: (2026)
by: Yoshida, Naohiro
Published: (2026)
Similar Items
-
Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility
by: Horst, Ulrich, et al.
Published: (2023) -
Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures
by: Horst, Ulrich, et al.
Published: (2024) -
Functional Limit Theorems for Hawkes Processes
by: Horst, Ulrich, et al.
Published: (2024) -
Asymptotics for Exponential Functionals of Random Walks
by: Xu, Wei
Published: (2022) -
Records in the Infinite Occupancy Scheme
by: Derbazi, Zakaria, et al.
Published: (2023)