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.CO2024
Inference for the stochastic FitzHugh-Nagumo model from real action potential data via approximate Bayesian computation
Adeline Samson, Massimiliano Tamborrino, Irene Tubikanec
The stochastic FitzHugh-Nagumo (FHN) model is a two-dimensional nonlinear stochastic differential equation with additive degenerate noise, whose first component, the only one obser…