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<p>We study a multivariate linear Hawkes process with random marks. In this paper, we establish that a central limit theorem, a moderate deviation principle and an upper bound of large deviation for multivariate marked Hawkes processes hold.</p>

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Central Limit Theorem, Moderate Deviation and an Upper Bound of Large Deviation for Multivariate Marked Hawkes Processes

  • 期刊论文

  • 发表日期：

    2025年3月1日

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  • Ming-zhou Xu,
  • Kun Cheng,
  • Yun-zheng Ding

摘要

We study a multivariate linear Hawkes process with random marks. In this paper, we establish that a central limit theorem, a moderate deviation principle and an upper bound of large deviation for multivariate marked Hawkes processes hold.