Moderate Deviations for Marked Hawkes Processes

被引：0
|
作者：
Youngsoo SEOL
机构：
[1] DepartmentofMathematicsandStatistics,UniversityofSouthFlorida
来源：
ActaMathematicaSinica | 2017年 / 33卷 / 10期
关键词：
D O I：
暂无
中图分类号：
O211.6 [随机过程];
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
收藏
页码：1297 / 1304
页数：8
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