  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.
