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- W3087922669 abstract "Abstract In this paper, we consider functional limit theorems for Poisson cluster processes. We first present a maximal inequality for Poisson cluster processes. Then we establish a functional central limit theorem under the second moment and a functional moderate deviation principle under the Cramér condition for Poisson cluster processes. We apply these results to obtain a functional moderate deviation principle for linear Hawkes processes." @default.
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- W3087922669 date "2020-09-01" @default.
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- W3087922669 title "Functional central limit theorems and moderate deviations for Poisson cluster processes" @default.
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- W3087922669 doi "https://doi.org/10.1017/apr.2020.25" @default.
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