3 papers
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…
stat.ME2025
A Markov switching discrete-time Hawkes process: application to the monitoring of bats behavior
Anna Bonnet, Stéphane Robin
Over the past few decades, the Hawkes process has become a popular framework for modeling temporal events thanks to its flexibility to capture different dependency structures. The…
stat.ML2024
Nonparametric estimation of Hawkes processes with RKHSs
Anna Bonnet, Maxime Sangnier
This paper addresses nonparametric estimation of nonlinear multivariate Hawkes processes, where the interaction functions are assumed to lie in a reproducing kernel Hilbert space (…