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Precise deviations for Hawkes processes

Gao, FQ; Zhu, LJ

Gao, FQ (corresponding author), Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China.

BERNOULLI, 2021; 27 (1): 221

Abstract

Hawkes process is a class of simple point processes with self-exciting and clustering properties. Hawkes process has been widely applied in finance, n......

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