48 citations · 74 across the 10 of their papers we have counts for
6 papers · 1 filter
(Almost) complete characterization of stability of a discrete-time Hawkes process with inhibition and memory of length two
Manon Costa, Pascal Maillard, Anthony Muraro
We consider a discrete-time version of a Hawkes process defined as a Poisson auto-regressive process whose parameters depend on the past of the trajectory. We allow these parameter…
Limit theorems for Hawkes processes including inhibition
Patrick Cattiaux, Laetitia Colombani, Manon Costa
In this paper we consider some non linear Hawkes processes with signed reproduction function (or memory kernel) thus exhibiting both self-excitation and inhibition. We provide a La…
Asymptotic deviation bounds for cumulative processes
Patrick Cattiaux, Laetitia Colombani, Manon Costa
The aim of this paper is to get asymptotic deviation bounds via a Large Deviation Principle (LDP) for cumulative processes also known as compound renewal processes or renewal-rewar…
Non asymptotic controls on a recursive superquantile approximation
Manon Costa, Sébastien Gadat
In this work, we study a new recursive stochastic algorithm for the joint estimation of quantile and superquantile of an unknown distribution. The novelty of this algorithm is to u…
Renewal in Hawkes processes with self-excitation and inhibition
Manon Costa, Carl Graham, Laurence Marsalle +1
This paper investigates Hawkes processes on the positive real line exhibiting both self-excitation and inhibition. Each point of this point process impacts its future intensity by…
A piecewise deterministic model for a prey-predator community
Manon Costa
We are interested in prey-predator communities where the predator population evolves much faster than the prey's (e.g. insect-tree communities). We introduce a piecewise determinis…