论文标题
较大的和中等的偏差，用于离散的标记霍克斯流程
Large and moderate deviations for a discrete-time marked Hawkes process
论文作者
论文摘要
霍克斯过程是一个简单的积分过程，在金融，社交网络，犯罪学，地震学和许多其他领域中具有广泛的应用。霍克斯过程定义为连续时间设置。但是，数据也记录在离散时间方案中。在本文中，我们研究了（Xu等，2020）首次提出的一个离散时间标记的霍克斯流程，该过程吸引了应用程序。特别是，我们研究模型的大偏差和中等偏差。
The Hawkes process is a simple point process with wide applications in finance, social networks, criminology, seismology, and many other fields. The Hawkes process is defined for continuous-time setting. However, data is also recorded in a discrete-time scheme. In this paper, we study a discrete-time marked Hawkes process first proposed in (Xu et al., 2020), which is appealing for applications. In particular, we study large and moderate deviations for the model.
