Moderate deviations for marked Hawkes processes
type: Item
instance of: scholarly article
title: Moderate deviations for marked Hawkes processes
zbMATH Open document ID: 1375.60094
author: Youngsoo Seol
publication date: 2017-12-05T00:00:00Z
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 6815594
zbMATH Keywords: marked Hawkes processes
zbMATH Keywords: self-exciting processes
zbMATH Keywords: moderate deviation principles
zbMATH Keywords: large deviations
zbMATH Keywords: Hawkes processes
MaRDI profile type: Publication
full work available at URL: s10114-017-6433-7
OpenAlex ID: W2734655722
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DOI: 10.1007/S10114-017-6433-7
published in: Acta Mathematica Sinica, English Series
description: scientific article; zbMATH DE number 6815594