 Estimating the Hawkes process from a discretely observed sample pathJournal of Computational And Graphical Statistics (JCGS), 2024 |
 Estimation of an Order Book Dependent Hawkes Process for Large DatasetsJournal of Financial Econometrics (JFEC), 2023 |
 Linking Across Data Granularity: Fitting Multivariate Hawkes Processes
to Partially Interval-Censored DataIEEE Transactions on Computational Social Systems (IEEE TCSS), 2021 |
