15 citations · 15 across the 2 of their papers we have counts for
3 papers
Ridge-penalised spectral least-squares estimation for point processes
Miguel Martinez Herrera, Felix Cheysson
Penalised estimation methods for point processes usually rely on a large amount of independent repetitions for cross-validation purposes. However, in the case of a single realisati…
Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity
Anna Bonnet, Miguel Martinez Herrera, Maxime Sangnier
The multivariate Hawkes process is a past-dependent point process used to model the relationship of event occurrences between different phenomena.Although the Hawkes process was or…
Maximum Likelihood Estimation for Hawkes Processes with self-excitation or inhibition
Anna Bonnet, Miguel Martinez Herrera, Maxime Sangnier
In this paper, we present a maximum likelihood method for estimating the parameters of a univariate Hawkes process with self-excitation or inhibition. Our work generalizes techniqu…