4 papers · 1 filter
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…
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…
A Markov switching discrete-time Hawkes process: application to the monitoring of bats behavior
Anna Bonnet, Stéphane Robin
Over the past few decades, the Hawkes process has become a popular framework for modeling temporal events thanks to its flexibility to capture different dependency structures. The…
Testing procedures based on maximum likelihood estimation for Marked Hawkes processes
Anna Bonnet, Charlotte Dion-Blanc, Maya Sadeler-Perrin
The Hawkes model is a past-dependent point process, widely used in various fields for modeling temporal clustering of events. Extending this framework, the multidimensional marked…