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Spectral estimation of Hawkes processes from count data

9 March 2020

Papers citing "Spectral estimation of Hawkes processes from count data"

4 / 4 papers shown

Title
Estimating the Hawkes process from a discretely observed sample path Feng Chen Jeffrey Kwan Tom Stindl 15 4 0 20 Jan 2024
Mixing properties for multivariate Hawkes processes Ousmane Boly Felix Cheysson Thi Hien Nguyen 44 0 0 20 Nov 2023
Estimation of an Order Book Dependent Hawkes Process for Large Datasets Luca Mucciante Alessio Sancetta 13 4 0 18 Jul 2023
Linking Across Data Granularity: Fitting Multivariate Hawkes Processes to Partially Interval-Censored Data Pio Calderon Alexander Soen Marian-Andrei Rizoiu 29 3 0 03 Nov 2021