71 citations · 210 across the 21 of their papers we have counts for
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math.PR2016★ 71 cited
Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
Xuefeng Gao, Lingjiong Zhu
A univariate Hawkes process is a simple point process that is self-exciting and has clustering effect. The intensity of this point process is given by the sum of a baseline intensi…
math.PR2016★ 3 cited
Large deviations and applications for Markovian Hawkes processes with a large initial intensity
Xuefeng Gao, Lingjiong Zhu
Hawkes process is a class of simple point processes that is self-exciting and has clustering effect. The intensity of this point process depends on its entire past history. It has…