J. Baars

collaborators

3 papers

math.PR2025

Delayed Hawkes birth-death processes

Justin Baars, Roger J. A. Laeven, Michel Mandjes

We introduce, and formally establish, a variant of the Hawkes-fed birth-death process -- the delayed Hawkes birth-death process -- in which the conditional intensity does not incre…

math.ST2025

Asymptotically distribution-free goodness-of-fit testing for point processes

Justin Baars, Sami Umut Can, Roger J. A. Laeven

Consider an observation of a multivariate temporal point process $N$ with law $P$ on the time interval $[0, T]$ . To test the null hypothesis that $P$ belongs to a…

math.PR2024

Spatiotemporal Hawkes processes with a graphon-induced connectivity structure

Justin Baars, Roger J. A. Laeven, Michel Mandjes

We introduce a spatiotemporal self-exciting point process $(N_{t} (x))$ , boundedly finite both over time $[0, \infty)$ and space $X$ , with excitation structure determined by a…