Asymptotic Analysis of Discrete-Time Hawkes Process
Fuente:
arXiv
Saved in:
| Main Authors: | Sarma, Utpal Jyoti Deba, Selvamuthu, Dharmaraja |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
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)
Precise Deviations for discrete marked Hawkes processes
by: Wang, Yingli, et al.
Published: (2023)
by: Wang, Yingli, et al.
Published: (2023)
Mean-Field Limits for Nearly Unstable Hawkes Processes
by: Szymanski, Grégoire, et al.
Published: (2025)
by: Szymanski, Grégoire, et al.
Published: (2025)
Convergences for a Virus-like Evolving Population driven by Mutually-exciting Hawkes Processes
by: Roy, Rahul, et al.
Published: (2026)
by: Roy, Rahul, et al.
Published: (2026)
Ranges of Extremal Processes and Heavy-Tailed Random Walks in Spaces of Growing Dimension
by: Jin, Bochen, et al.
Published: (2025)
by: Jin, Bochen, et al.
Published: (2025)
Asymptotic fluctuations of smooth linear statistics of independently perturbed lattices
by: Mastrilli, Gabriel
Published: (2025)
by: Mastrilli, Gabriel
Published: (2025)
On local large deviations for decoupled random walks
by: Buraczewski, Dariusz, et al.
Published: (2025)
by: Buraczewski, Dariusz, et al.
Published: (2025)
Lower large deviations for geometric functionals in sparse, critical and dense regimes
by: Hirsch, Christian, et al.
Published: (2023)
by: Hirsch, Christian, et al.
Published: (2023)
Upper large deviations for power-weighted edge lengths in spatial random networks
by: Hirsch, Christian, et al.
Published: (2022)
by: Hirsch, Christian, et al.
Published: (2022)
Poisson approximation of large-lifetime cycles
by: Hirsch, Christian, et al.
Published: (2024)
by: Hirsch, Christian, et al.
Published: (2024)
Convergence of persistence diagrams for discrete time stationary processes
by: Thomas, Andrew M.
Published: (2024)
by: Thomas, Andrew M.
Published: (2024)
Some limit theorems for locally stationary Hawkes processes
by: Deschatre, Thomas, et al.
Published: (2025)
by: Deschatre, Thomas, et al.
Published: (2025)
Asymptotics for Exponential Functionals of Random Walks
by: Xu, Wei
Published: (2022)
by: Xu, Wei
Published: (2022)
Renewal in Hawkes processes with self-excitation and inhibition
by: Costa, Manon, et al.
Published: (2018)
by: Costa, Manon, et al.
Published: (2018)
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)
A generalized central limit theorem for critical marked Hawkes processes
by: Talarczyk, Anna
Published: (2025)
by: Talarczyk, Anna
Published: (2025)
Convergence of nonhomogeneous Hawkes processes and Feller random measures
by: Pace, Tristan, et al.
Published: (2024)
by: Pace, Tristan, et al.
Published: (2024)
Central limit theorems for the nearest neighbour embracing graph in Euclidean and hyperbolic space
by: Sambale, Holger, et al.
Published: (2024)
by: Sambale, Holger, et al.
Published: (2024)
Normal approximation of stabilizing Poisson pair functionals with column-type dependence
by: Döring, Hanna, et al.
Published: (2025)
by: Döring, Hanna, et al.
Published: (2025)
Orthogonal Dice
by: Bastian, Caleb Deen, et al.
Published: (2020)
by: Bastian, Caleb Deen, et al.
Published: (2020)
Covering Distributions
by: Campos, Alberto M., et al.
Published: (2024)
by: Campos, Alberto M., et al.
Published: (2024)
Ties, Tails and Spectra: On Rank-Based Dependency Measures in High Dimensions
by: Dörnemann, Nina, et al.
Published: (2025)
by: Dörnemann, Nina, et al.
Published: (2025)
Spatiotemporal Hawkes processes with a graphon-induced connectivity structure
by: Baars, Justin, et al.
Published: (2024)
by: Baars, Justin, et al.
Published: (2024)
Functional Central Limit Theorem and SPDE for epidemic model with memory of the last infection and waning immunity
by: Zotsa-Ngoufack, Arsene Brice
Published: (2025)
by: Zotsa-Ngoufack, Arsene Brice
Published: (2025)
Time of appearance of a large gap in a dynamic Poisson point process
by: Foxall, Eric, et al.
Published: (2025)
by: Foxall, Eric, et al.
Published: (2025)
Stationary random measures : Covariance asymptotics, variance bounds and central limit theorems
by: Krishnapur, Manjunath, et al.
Published: (2024)
by: Krishnapur, Manjunath, et al.
Published: (2024)
Random coverage from within with variable radii, and Johnson-Mehl cover times
by: Penrose, Mathew D., et al.
Published: (2024)
by: Penrose, Mathew D., et al.
Published: (2024)
Box-Covariances of Hyperuniform Point Processes
by: Jalowy, Jonas, et al.
Published: (2025)
by: Jalowy, Jonas, et al.
Published: (2025)
Hawkes autoregressive processes: a new model for multiscale and heterogeneous processes
by: Leblanc, Théo
Published: (2025)
by: Leblanc, Théo
Published: (2025)
Random coverage of a manifold with boundary
by: Penrose, Mathew D., et al.
Published: (2025)
by: Penrose, Mathew D., et al.
Published: (2025)
Precise large deviations of some risk objectives related to the net loss process in two nonstandard risk models
by: Chen, Yang, et al.
Published: (2023)
by: Chen, Yang, et al.
Published: (2023)
Normal approximation for the polynomial functionals of correlated random field sampling along random walk path in dimension $1+1$
by: Huang, Ao, et al.
Published: (2026)
by: Huang, Ao, et al.
Published: (2026)
Asymmetric super-Heston-rough volatility model with Zumbach effect as scaling limit of quadratic Hawkes processes
by: Chudasama, Priyanka, et al.
Published: (2025)
by: Chudasama, Priyanka, et al.
Published: (2025)
Exact convergence rate of spectral radius of complex Ginibre to Gumbel distribution
by: Ma, Yutao, et al.
Published: (2025)
by: Ma, Yutao, et al.
Published: (2025)
Large Deviations for High Minima of Gaussian Processes with Nonnegatively Correlated Increments
by: Selk, Zachary
Published: (2021)
by: Selk, Zachary
Published: (2021)
Asymptotic behavior of clusters in hierarchical species sampling models
by: Favaro, Stefano, et al.
Published: (2025)
by: Favaro, Stefano, et al.
Published: (2025)
Some vector-valued examples of noncentral moderate deviation results
by: Macci, Claudio, et al.
Published: (2025)
by: Macci, Claudio, et al.
Published: (2025)
On the number of crossings and bouncings of a diffusion at a sticky threshold
by: Anagnostakis, Alexis, et al.
Published: (2024)
by: Anagnostakis, Alexis, et al.
Published: (2024)
Central Limit Theorems for Local Functionals of Dynamic Point Processes
by: Onaran, Efe, et al.
Published: (2023)
by: Onaran, Efe, et al.
Published: (2023)
Pareto points in growing dimensions
by: Ilienko, Andrii, et al.
Published: (2026)
by: Ilienko, Andrii, et al.
Published: (2026)
Similar Items
-
Study of discrete-time Hawkes process and its compensator
by: Sarma, Utpal Jyoti Deba, et al.
Published: (2024) -
Precise Deviations for discrete marked Hawkes processes
by: Wang, Yingli, et al.
Published: (2023) -
Mean-Field Limits for Nearly Unstable Hawkes Processes
by: Szymanski, Grégoire, et al.
Published: (2025) -
Convergences for a Virus-like Evolving Population driven by Mutually-exciting Hawkes Processes
by: Roy, Rahul, et al.
Published: (2026) -
Ranges of Extremal Processes and Heavy-Tailed Random Walks in Spaces of Growing Dimension
by: Jin, Bochen, et al.
Published: (2025)