Large and moderate deviations for a discrete-time marked Hawkes process (Q6164685)

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scientific article; zbMATH DE number 7720142
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Large and moderate deviations for a discrete-time marked Hawkes process
scientific article; zbMATH DE number 7720142

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    Large and moderate deviations for a discrete-time marked Hawkes process (English)
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    28 July 2023
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    discrete-time
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    marked Hawkes process
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    self-exciting
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    univariate
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    large deviations
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    moderate deviations
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