Moderate deviations for multivariate Hawkes processes
type: Item
instance of: scholarly article
title: Moderate deviations for multivariate Hawkes processes
zbMATH Open document ID: 1391.60113
author: Nian Yao
published in: Statistics \& Probability Letters
publication date: 2018-06-21T00:00:00Z
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 6892609
zbMATH Keywords: moderate deviations
zbMATH Keywords: large deviations
zbMATH Keywords: multivariate Hawkes processes
zbMATH Keywords: point processes
zbMATH Keywords: self-exciting processes
MaRDI profile type: Publication
full work available at URL: j.spl.2018.04.023
OpenAlex ID: W2802477857
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DOI: 10.1016/J.SPL.2018.04.023
Wikidata QID: Q129884124
description: scientific article; zbMATH DE number 6892609