In this paper, we obtain a moderate deviation principle for a class of point processes, i.e.linear Hawkes processes.
Bibliographical noteFunding Information:
This research was supported partially by a grant from the National Science Foundation : DMS-0904701 , a DARPA grant, and a MacCracken Fellowship at New York University .
Copyright 2013 Elsevier B.V., All rights reserved.
- Hawkes processes
- Large deviations
- Moderate deviations
- Point processes
- Self-exciting processes