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Precise Deviations for a discrete Hawkes process
- Publication Year :
- 2023
-
Abstract
- In this paper, we study precise deviations including precise large deviations and moderate deviations for discrete Hawkes processes for large time asymptotics by using mod-$\phi$ convergence theory.
- Subjects :
- Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2309.03627
- Document Type :
- Working Paper