12 citations · 32 across the 31 of their papers we have counts for
3 papers · 1 filter
Graphon Hawkes Processes: Sparse Estimation and Network Recovery
Justin R. Baars, Roger J. A. Laeven, Michel R. H. Mandjes
Learning interaction structures from spatiotemporal event data is a key statistical problem in fields such as neuroscience, epidemiology, and seismology. We study this problem for…
Financial Resilience Evaluation: From Conditional Expectations to Dynamic Convex Risk Measures
Matteo Ferrari, Roger J. A. Laeven, Emanuela Rosazza Gianin +1
Financial resilience concerns the rate at which a position recovers, or further deteriorates, in response to adverse conditions. As a first step, Laeven, Ferrari, Rosazza Gianin, a…
Goodness-of-Fit Testing for Point Processes in Large Populations
Sami Umut Can, Estate V. Khmaladze, Roger J. A. Laeven
Suppose we have an observed path from a point process counting event occurrences in a large population. Based on the observed path, we would like to test the null hypothesis that t…