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math.ST2014★ 43 cited
Cumulants of Hawkes point processes
Stojan Jovanović, John Hertz, Stefan Rotter
We derive explicit, closed-form expressions for the cumulant densities of a multivariate, self-exciting Hawkes point process, generalizing a result of Hawkes in his earlier work on…
math.ST2007★ 15 cited
Decomposition of neuronal assembly activity via empirical de-Poissonization
Werner Ehm, Benjamin Staude, Stefan Rotter
Consider a compound Poisson process with jump measure supported by finitely many positive integers. We propose a method for estimating from a single, equidistantly sampled…