Precise Deviations for discrete marked Hawkes processes
Fuente:
arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2023
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| Subjects: | |
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| _version_ | 1866915758145011712 |
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| author | Wang, Yingli He, Ping |
| author_facet | Wang, Yingli He, Ping |
| contents | In this paper, we study precise deviations including precise large deviations and moderate deviations for discrete marked Hawkes processes for large time asymptotics by using mod-$ϕ$ convergence theory. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2309_03627 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Precise Deviations for discrete marked Hawkes processes Wang, Yingli He, Ping Probability 60G55, 60F10 In this paper, we study precise deviations including precise large deviations and moderate deviations for discrete marked Hawkes processes for large time asymptotics by using mod-$ϕ$ convergence theory. |
| title | Precise Deviations for discrete marked Hawkes processes |
| topic | Probability 60G55, 60F10 |
| url | https://arxiv.org/abs/2309.03627 |