Moderate deviations for Hawkes processes

In this paper, we obtain a moderate deviation principle for a class of point processes, i.e. linear Hawkes processes.

Year of publication:	2013
Authors:	Zhu, Lingjiong
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 3, p. 885-890
Publisher:	Elsevier
Subject:	Moderate deviations \| Large deviations \| Point processes \| Hawkes processes \| Self-exciting processes

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011039980