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

页码：1297 / 1304

页数：8

共 50 条

[31] Moderate and large deviations for U-processes
Eichelsbacher, P
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1998, 74 (02) : 273 - 296
[32] Moderate deviations for functional U-processes
Eichelsbacher, P
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2001, 37 (02): : 245 - 273
[33] Moderate deviations for martingales and mixing random processes
Gao, FQ
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1996, 61 (02) : 263 - 275
[34] Moderate deviations for degenerate U-processes
Eichelsbacher, P
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2000, 87 (02) : 255 - 279
[35] Noncentral moderate deviations for fractional Skellam processes
Lee, Jeonghwa
Macci, Claudio
MODERN STOCHASTICS-THEORY AND APPLICATIONS, 2024, 11 (01): : 43 - 61
[36] EXACT MODERATE AND LARGE DEVIATIONS FOR LINEAR PROCESSES
Peligrad, Magda
Sang, Hailin
Zhong, Yunda
Wu, Wei Biao
STATISTICA SINICA, 2014, 24 (02) : 957 - 969
[37] Large Deviations for Cascades of Diffusions Arising in Oscillating Systems of Interacting Hawkes Processes
E. Löcherbach
Journal of Theoretical Probability, 2019, 32 : 131 - 162
[38] Large Deviations for Cascades of Diffusions Arising in Oscillating Systems of Interacting Hawkes Processes
Loecherbach, E.
JOURNAL OF THEORETICAL PROBABILITY, 2019, 32 (01) : 131 - 162
[39] Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime
Li, Bo
Pang, Guodong
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2022, 143 : 285 - 339
[40] Large and moderate deviations of empirical processes with nonstandard rates
Arcones, MA
STATISTICS & PROBABILITY LETTERS, 2002, 57 (04) : 315 - 326

← 1 2 3 4 5 →