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Inference of non-linear or imperfectly observed Hawkes processes
MM Herrera - 2024 - theses.hal.science
The Hawkes point process is a popular statistical tool to analyse temporal patterns. Modern
applications propose extensions of this model to account for specificities in each field of …
applications propose extensions of this model to account for specificities in each field of …
[PDF][PDF] Inference of non-linear or imperfectly observed Hawkes processes
G Ross - 2024 - migmtz.github.io
This chapter is a general introduction to Hawkes processes and the challenges explored in
this manuscript. After a succinct presentation of Hawkes processes with excitation, we …
this manuscript. After a succinct presentation of Hawkes processes with excitation, we …