2 papers
math.ST2025
Hawkes process with a diffusion-driven baseline: long-run behavior, inference, statistical tests
Maya Sadeler Perrin, Anna Bonnet, Charlotte Dion-Blanc +1
Event-driven systems in fields such as neuroscience, social networks, and finance often exhibit dynamics influenced by continuously evolving external covariates. Motivated by these…
stat.ME2025
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…