113 citations · 356 across the 19 of their papers we have counts for
21 papers
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…
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…
Change Point Detection and Mean-Field Dynamics of Variable Productivity Hawkes Processes
Conor Kresin, Boris Baeumer, Sophie Phillips
Many self-exciting systems change because endogenous amplification, as opposed to exogenous forcing, varies. We study a Hawkes process with fixed background rate and kernel, but pi…
Multivariate Representations of Univariate Marked Hawkes Processes
Louis Davis, Conor Kresin, Boris Baeumer +1
Univariate marked Hawkes processes are used to model a range of real-world phenomena including earthquake aftershock sequences, contagious disease spread, content diffusion on soci…
A Multidimensional Fractional Hawkes Process for Multiple Earthquake Mainshock Aftershock Sequences
Louis Davis, Boris Baeumer, Ting Wang
Most point process models for earthquakes currently in the literature assume the magnitude distribution is i.i.d. potentially hindering the ability of the model to describe the mai…
A Fractional Model for Earthquakes
Louis Davis, Boris Baeumer, Ting Wang
This paper extends the existing fractional Hawkes process to better model mainshock-aftershock sequences of earthquakes. The fractional Hawkes process is a self-exciting point proc…