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most citedMultiple change-point detection for Poisson point processes

1 citations · 1 across the 6 of their papers we have counts for

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math.ST2024

Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity

Chiara Amorino, Charlotte Dion-Blanc, Arnaud Gloter +1

We investigate the nonparametric estimation problem of the density , representing the stationary distribution of a two-dimensional system $\left(Z_t\right)_{t \in[0, T]}=\left(X…

math.ST2024

ERM-Lasso classification algorithm for Multivariate Hawkes Processes paths

Charlotte Dion-Blanc, Christophe Denis, Laure Sansonnet +1

We are interested in the problem of classifying Multivariate Hawkes Processes (MHP) paths coming from several classes. MHP form a versatile family of point processes that models in…