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Precise deviations for Hawkes processes - MaRDI portal

Precise deviations for Hawkes processes (Q2214245)

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Precise deviations for Hawkes processes
scientific article

    Statements

    title
    Precise deviations for Hawkes processes (English)
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    author
    Lingjiong Zhu
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    Fu Qing Gao
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    published in
    Bernoulli
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    publication date
    7 December 2020
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    zbMATH Keywords
    Hawkes processes
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    large deviations
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    precise deviations
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    cites work
    Q4391441
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    Mod-ϕ Convergence
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    Identifiers

    DOI
    10.3150/20-BEJ1235
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    zbMATH DE Number
    7282849
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    arXiv ID
    1702.02962
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    OpenAlex ID
    W3110394477
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