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Precise Deviations for a discrete Hawkes process

Authors :
Wang, Ying-Li
He, Ping
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

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2309.03627
Document Type :
Working Paper