3 papers
math.PR2026
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…
math.ST2026
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…
stat.OT2025
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…