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most citedMultiple change-point detection for Poisson point processes

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math.ST2025

Hawkes process with a diffusion-driven baseline: long-run behavior, inference, statistical tests

Maya Sadeler Perrin, Anna Bonnet, Charlotte Dion-Blanc +1

Event-driven systems in fields such as neuroscience, social networks, and finance often exhibit dynamics influenced by continuously evolving external covariates. Motivated by these…