Moderate Deviations for Marked Hawkes Processes

被引：0

作者：

Youngsoo SEOL ^{[1
]}

机构：

[1] Department of Mathematics and Statistics,University of South Florida

来源：

Acta Mathematica Sinica,English Series | 2017年 / 10期

关键词：

Marked Hawkes processes; self-exciting processes; moderate deviation principles; large deviations; Hawkes processes;

D O I：

暂无

中图分类号：

O211.6 [随机过程];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider a linear Hawkes process with random marks.Some limit theorems have been studied by Karabash and Zhu [Stoch. Models, 31, 433-451(2015)]. In this paper, we obtain a moderate deviation principle for marked Hawkes processes.

引用

页码：1297 / 1304

页数：8

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