Article ID Journal Published Year Pages File Type
7547986 Statistics & Probability Letters 2018 6 Pages PDF
Abstract
The Hawkes process is a self-exciting simple point process. In this paper, we study the Moderate Deviation Principle for multivariate Hawkes processes on the large time regimes.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Moderate deviations for multivariate Hawkes processes
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