Moderate deviations for Hawkes processes

Statistics and Probability Letters

Volumn 83, Issue 3, 2013, Pages 885-890

  Zhu, Lingjiong ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

Hawkes processes; Large deviations; Moderate deviations; Point processes; Self exciting processes

Indexed keywords

EID: 84871735616     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2012.12.011     Document Type: Article

References (27)

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