Process-level large deviations for nonlinear Hawkes point processes

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 50, Issue 3, 2014, Pages 845-871

  Zhu, Lingjiong ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

Hawkes processes; Large deviations; Point processes; Rare events; Self exciting processes

Indexed keywords

EID: 84903591613     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1214/12-AIHP532     Document Type: Article

References (15)

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