most citedMultiple change-point detection for Poisson point processes

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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…

math.ST2025

Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity

Chiara Amorino, Charlotte Dion-Blanc, Arnaud Gloter +1

We investigate the nonparametric estimation problem of the density , representing the stationary distribution of a two-dimensional system $\left(Z_t\right)_{t \in[0, T]}=\left(…