Moderate deviations for Hawkes processes
Year of publication: |
2013
|
---|---|
Authors: | Zhu, Lingjiong |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 3, p. 885-890
|
Publisher: |
Elsevier |
Subject: | Moderate deviations | Large deviations | Point processes | Hawkes processes | Self-exciting processes |
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