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20082018
most citedRenewal in Hawkes processes with self-excitation and inhibition

48 citations · 119 across the 6 of their papers we have counts for

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math.PR2018★ 48 cited

Renewal in Hawkes processes with self-excitation and inhibition

Manon Costa, Carl Graham, Laurence Marsalle +1

This paper investigates Hawkes processes on the positive real line exhibiting both self-excitation and inhibition. Each point of this point process impacts its future intensity by…

math.PR2012

Random coefficients bifurcating autoregressive processes

Benoîte de Saporta, Anne Gégout-Petit, Laurence Marsalle

This paper presents a model of asymmetric bifurcating autoregressive process with random coefficients. We couple this model with a Galton Watson tree to take into account possibly…

math.PR2010★ 26 cited

Parameters estimation for asymmetric bifurcating autoregressive processes with missing data

Benoîte de Saporta, Anne Gégout-Petit, Laurence Marsalle

We estimate the unknown parameters of an asymmetric bifurcating autoregressive process (BAR) when some of the data are missing. In this aim, we model the observed data by a two-typ…

math.PR2009★ 43 cited

Limit theorems for Markov processes indexed by continuous time Galton--Watson trees

Vincent Bansaye, Jean-François Delmas, Laurence Marsalle +1

We study the evolution of a particle system whose genealogy is given by a supercritical continuous time Galton--Watson tree. The particles move independently according to a Markov…

math.PR2008★ 1 cited

Detection of cellular aging in a Galton-Watson process

Jean-François Delmas, Laurence Marsalle

We consider the bifurcating Markov chain model introduced by Guyon to detect cellular aging from cell lineage. To take into account the possibility for a cell to die, we use an und…