Second order statistics characterization of Hawkes processes and
non-parametric estimation

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Second order statistics characterization of Hawkes processes and non-parametric estimation

5 January 2014

Jean-François Muzy

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Papers citing "Second order statistics characterization of Hawkes processes and non-parametric estimation"

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A neural network based model for multi-dimensional nonlinear Hawkes processes Sobin Joseph Shashi Jain 93 2 0 06 Mar 2023
Maximum Likelihood Estimation for Hawkes Processes with self-excitation or inhibition Anna Bonnet M. Herrera Maxime Sangnier 41 21 0 09 Mar 2021
Variational Inference for Sparse Gaussian Process Modulated Hawkes Process Rui Zhang Christian J. Walder Marian-Andrei Rizoiu 137 5 0 25 May 2019
Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process Charlotte Dion Sarah Lemler 117 9 0 17 Apr 2019
Efficient Non-parametric Bayesian Hawkes Processes Rui Zhang Christian J. Walder Marian-Andrei Rizoiu Lexing Xie 77 38 0 08 Oct 2018
Tick: a Python library for statistical learning, with a particular emphasis on time-dependent modelling Emmanuel Bacry Martin Bompaire Stéphane Gaïffas Søren Poulsen 100 71 0 10 Jul 2017
Fake News Mitigation via Point Process Based Intervention Mehrdad Farajtabar Jiachen Yang X. Ye Huan Xu Rakshit S. Trivedi Elias Boutros Khalil Shuang Li Le Song H. Zha GNN 88 155 0 22 Mar 2017