4 papers · 1 filter
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, and…
Orientation in Poisson Cluster Processes via Imaginary Bispectra
Conor Kresin, Yifu Tang, Boris Baeumer +1
We study what remains detectable about one-sided Poisson cluster processes after cluster orientation is erased. We construct matched reversible cluster nulls preserving intensity a…
Causal inference for spatiotemporal point processes in the presence of outcome spillover and carryover
Conor Kresin, Duncan A. Clark, Louis Davis +1
We develop a framework for causal inference with continuous spatiotemporal point-process outcomes under cell-level interventions and outcome spillover. Potential outcomes are index…
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…