4 citations · 9 across the 7 of their papers we have counts for
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A Parameter Estimation Method for Multivariate Aggregated Hawkes Processes
Leigh Shlomovich, Edward A. K. Cohen, Niall Adams
It is often assumed that events cannot occur simultaneously when modelling data with point processes. This raises a problem as real-world data often contains synchronous observatio…
A Monte Carlo EM Algorithm for the Parameter Estimation of Aggregated Hawkes Processes
Leigh Shlomovich, Edward Cohen, Niall Adams +1
A key difficulty that arises from real event data is imprecision in the recording of event time-stamps. In many cases, retaining event times with a high precision is expensive due…
Wavelet Spectra for Multivariate Point Processes
Edward A. K. Cohen, Alexander J. Gibberd
Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unkn…
Multiresolution analysis of point processes and statistical thresholding for wavelet-based intensity estimation
Youssef Taleb, Edward A. K. Cohen
We take a wavelet based approach to the analysis of point processes and the estimation of the first order intensity under a continuous time setting. A multiresolution analysis of a…