Imagen de Portada

Study of discrete-time Hawkes process and its compensator

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Sarma, Utpal Jyoti Deba, Selvamuthu, Dharmaraja
Formato:	Preprint
Publicado:	2024
Materias:	Probability 60G55 (primary), 60F05, 60F15 (secondary)
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Asymptotic Analysis of Discrete-Time Hawkes Process
por: Sarma, Utpal Jyoti Deba, et al.
Publicado: (2026)

A Poisson representation of the positive sojourn time of Lévy processes
por: Pitters, Helmut H.
Publicado: (2025)

Limit theorems for anisotropic functionals of stationary Gaussian fields with Gneiting covariance function
por: Leonenko, Nikolai, et al.
Publicado: (2026)

Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: The correlated case
por: Douissi, Soukaina, et al.
Publicado: (2025)

Estimation of parameters and local times in a discretely observed threshold diffusion model
por: Mazzonetto, Sara, et al.
Publicado: (2024)

Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility
por: Horst, Ulrich, et al.
Publicado: (2023)

Records in the Infinite Occupancy Scheme
por: Derbazi, Zakaria, et al.
Publicado: (2023)

Convergence of persistence diagrams for discrete time stationary processes
por: Thomas, Andrew M.
Publicado: (2024)

Stein's method, Gaussian processes and Palm measures, with applications to queueing
por: Barbour, A. D., et al.
Publicado: (2021)

Spatiotemporal Hawkes processes with a graphon-induced connectivity structure
por: Baars, Justin, et al.
Publicado: (2024)

Loop pruning and downward deviations for maximum local time of discrete-time simple random walks
por: Li, Xinyi, et al.
Publicado: (2026)

Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures
por: Horst, Ulrich, et al.
Publicado: (2024)

Brownian Motion in a Vector Space over a Local Field is a Scaling Limit
por: Pierce, Tyler, et al.
Publicado: (2024)

Asymptotics for Exponential Functionals of Random Walks
por: Xu, Wei
Publicado: (2022)

Precise Deviations for discrete marked Hawkes processes
por: Wang, Yingli, et al.
Publicado: (2023)

Optimization under rare events: scaling laws for linear chance-constrained programs
por: Blanchet, Jose, et al.
Publicado: (2024)

Extending the noise of splitting to its completion and stability of Brownian maxima
por: Vidmar, Matija, et al.
Publicado: (2024)

Random coverage of a manifold with boundary
por: Penrose, Mathew D., et al.
Publicado: (2025)

The multivariate fractional Ornstein-Uhlenbeck process
por: Dugo, Ranieri, et al.
Publicado: (2024)

Limit theorems for first passage times of multivariate perpetuity sequences
por: Mentemeier, Sebastian, et al.
Publicado: (2023)

Scaling Limit Theorems for Multivariate Hawkes Processes and Stochastic Volterra Equations with Measure Kernel
por: Xu, Wei
Publicado: (2024)

A generalized central limit theorem for critical marked Hawkes processes
por: Talarczyk, Anna
Publicado: (2025)

Convergences for a Virus-like Evolving Population driven by Mutually-exciting Hawkes Processes
por: Roy, Rahul, et al.
Publicado: (2026)

Mean-Field Limits for Nearly Unstable Hawkes Processes
por: Szymanski, Grégoire, et al.
Publicado: (2025)

Convergence of nonhomogeneous Hawkes processes and Feller random measures
por: Pace, Tristan, et al.
Publicado: (2024)

Functional Limit Theorems for Hawkes Processes
por: Horst, Ulrich, et al.
Publicado: (2024)

Estimating the hyperuniformity exponent of point processes
por: Mastrilli, Gabriel, et al.
Publicado: (2024)

Zeros and critical points of Gaussian fields: cumulants asymptotics and limit theorems
por: Ancona, Michele, et al.
Publicado: (2025)

Stochastic Volterra Equations for the Local Times of Spectrally Positive Stable Processes
por: Xu, Wei
Publicado: (2021)

Stable limit theorems on the Poisson space
por: Herry, Ronan
Publicado: (2019)

Asymptotically distribution-free goodness-of-fit testing for point processes
por: Baars, Justin, et al.
Publicado: (2025)

Almost sure growth of integrated supOU processes
por: Grahovac, Danijel, et al.
Publicado: (2024)

Asymptotic fluctuations of smooth linear statistics of independently perturbed lattices
por: Mastrilli, Gabriel
Publicado: (2025)

Random coverage from within with variable radii, and Johnson-Mehl cover times
por: Penrose, Mathew D., et al.
Publicado: (2024)

An interpolation of discrete rough differential equations and its applications to analysis of error distributions
por: Aida, Shigeki, et al.
Publicado: (2023)

Hawkes autoregressive processes: a new model for multiscale and heterogeneous processes
por: Leblanc, Théo
Publicado: (2025)

Limit theorems for stochastic exponentials of matrix-valued Lévy processes
por: Behme, Anita, et al.
Publicado: (2024)

Central Limit Theorems for Local Functionals of Dynamic Point Processes
por: Onaran, Efe, et al.
Publicado: (2023)

Central limit theorems for the nearest neighbour embracing graph in Euclidean and hyperbolic space
por: Sambale, Holger, et al.
Publicado: (2024)

Normal approximation of stabilizing Poisson pair functionals with column-type dependence
por: Döring, Hanna, et al.
Publicado: (2025)