Linking across data granularity: Fitting multivariate Hawkes processes to partially interval-censored data
The multivariate Hawkes process (MHP) is widely used for analyzing data streams that
interact with each other, where events generate new events within their own dimension (via …
interact with each other, where events generate new events within their own dimension (via …
Nonlinear Poisson autoregression and nonlinear Hawkes processes
L Huang, M Khabou - Stochastic Processes and their Applications, 2023 - Elsevier
The nonlinear Hawkes process is a point process for which the occurrence of future events
depends on its history, either by excitation or inhibition. This property made it popular in …
depends on its history, either by excitation or inhibition. This property made it popular in …
Bayesian inference for aggregated Hawkes processes
L Zhou, G Papadogeorgou - arXiv preprint arXiv:2211.16552, 2022 - arxiv.org
The Hawkes process, a self-exciting point process, has a wide range of applications in
modeling earthquakes, social networks and stock markets. The established estimation …
modeling earthquakes, social networks and stock markets. The established estimation …
Sur l'approximation des processus de Hawkes: des séries temporelles aux théorèmes centraux limites quantitatifs
M Khabou - 2022 - theses.hal.science
Dans cette thèse, nous étudions une classe de processus ponctuels auto-régressifs, celle
des processus de Hawkes. Ces processus ont des applications dans plusieurs domaines …
des processus de Hawkes. Ces processus ont des applications dans plusieurs domaines …
The non-linear discrete-time Hawkes process
L Huang, M Khabou - 2022 - hal.science
The non-linear Hawkes process is a point process for which the occurrence of future events
depends on the history, either by excitation or inhibition. This property made it popular in …
depends on the history, either by excitation or inhibition. This property made it popular in …