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stat.ME2025
Hawkes Processes with Variable Length Memory: Existence, Inference and Application to Neuronal Activity
Sacha Quayle, Anna Bonnet, Maxime Sangnier
Multivariate Hawkes processes are past-dependant point processes originally introduced to model excitation effects, later extended to a nonlinear framework to account for the oppos…
stat.ME2024
Spectral analysis for the inference of noisy Hawkes processes
Anna Bonnet, Felix Cheysson, Miguel Martinez Herrera +1
Classic estimation methods for Hawkes processes rely on the assumption that observed event times are indeed a realisation of a Hawkes process, without considering any potential per…