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 …

[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 …