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math.ST2026
Optimal Estimating Equations for Compact-Memory Hawkes Processes
Louis Davis, Conor Kresin
Likelihood is standard for Hawkes-process inference, while less computationally demanding methods have largely developed separately. We show that least squares, Takács--Fiksel, an…
math.ST2026
Spectral analysis of multivariate stationary Hawkes processes
Yifu Tang, Conor Kresin, Boris Baeumer +1
We establish the asymptotic validity of frequency-domain inference for stationary multivariate Hawkes processes under mild conditions, bridging the gap between theory and applicati…