Moderate Deviations for Marked Hawkes Processes

被引：0

作者：

Youngsoo SEOL

机构：

[1] DepartmentofMathematicsandStatistics,UniversityofSouthFlorida

来源：

Acta Mathematica Sinica. | 2017年 / 33卷 / 10期

关键词：

D O I：

暂无

中图分类号：

学科分类号：

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

页数：8

共 50 条

[1] Moderate Deviations for Marked Hawkes Processes
Youngsoo SEOL
[J]. Acta Mathematica Sinica,English Series, 2017, (10) : 1297 - 1304
[2] Moderate Deviations for Marked Hawkes Processes
Seol, Youngsoo
[J]. ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2017, 33 (10) : 1297 - 1304
[3] Moderate deviations for marked Hawkes processes
Youngsoo Seol
[J]. Acta Mathematica Sinica, English Series, 2017, 33 : 1297 - 1304
[4] Moderate deviations for Hawkes processes
Zhu, Lingjiong
[J]. STATISTICS & PROBABILITY LETTERS, 2013, 83 (03) : 885 - 890
[5] Moderate deviations for multivariate Hawkes processes
Yao, Nian
[J]. STATISTICS & PROBABILITY LETTERS, 2018, 140 : 71 - 76
[6] Large and moderate deviations for a discrete-time marked Hawkes process
Wang, Haixu
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2023, 52 (17) : 6037 - 6062
[7] Precise deviations for Hawkes processes
Gao, Fuqing
Zhu, Lingjiong
[J]. BERNOULLI, 2021, 27 (01) : 221 - 248
[8] LARGE DEVIATIONS FOR MARKOVIAN NONLINEAR HAWKES PROCESSES
Zhu, Lingjiong
[J]. ANNALS OF APPLIED PROBABILITY, 2015, 25 (02): : 548 - 581
[9] Integration by parts formulas for marked Hawkes processes
Takeuchi, Atsushi
[J]. STATISTICS & PROBABILITY LETTERS, 2019, 145 : 229 - 237
[10] Rate of convergence to equilibrium of marked Hawkes processes
Brémaud, P
Nappo, G
Torrisi, GL
[J]. JOURNAL OF APPLIED PROBABILITY, 2002, 39 (01) : 123 - 136

← 1 2 3 4 5 →