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- Paper Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes 2017-06-13 Paper Simulating the Tail...10 bytes (18 words) - 13:37, 28 January 2024
- Publication Date of Publication Type Bayesian estimation of nonlinear Hawkes processes 2024-03-26 Paper Adaptive warped kernel estimation for nonparametric...10 bytes (16 words) - 16:47, 10 December 2023
- Bayesian estimation of nonlinear Hawkes processes 2024-03-26 Paper On sparsity, power-law, and clustering properties of graphex processes 2024-02-20 Paper Bayesian...10 bytes (17 words) - 22:25, 9 December 2023
- Long-Time Behavior of a Hawkes Process--Based Limit Order Book 2015-12-09 Paper Modelling Bid and Ask Prices Using Constrained Hawkes Processes: Ergodicity and...10 bytes (17 words) - 04:54, 13 December 2023
- analysis of locally stationary Hawkes processes 2019-04-30 Paper Time‐Dependent Dual‐Frequency Coherence in Multivariate Non‐Stationary Time Series 2019-03-05...10 bytes (18 words) - 02:36, 10 December 2023
- Statistical inference for oscillation processes 2017-07-14 Paper Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions 2017-03-16...10 bytes (16 words) - 11:56, 9 December 2023
- 2018-11-19 Paper The role of volume in order book dynamics: a multivariate Hawkes process analysis 2018-11-19 Paper Assessing systemic risk due to fire...10 bytes (17 words) - 08:54, 9 December 2023
- Continuity of Itô Processes 2010-02-10 Paper Kendall distributions and level sets in bivariate exchangeable survival models 2009-10-01 Paper Nonlinear Filtering...10 bytes (16 words) - 06:23, 9 December 2023
- Spatial–Temporal Point Processes With Covariates 2023-03-14 Paper Impact evaluation of the LAPD community safety partnership 2022-07-14 Paper Multivariate Spatiotemporal...10 bytes (18 words) - 22:57, 11 December 2023
- Markovian systems subject to model uncertainty 2023-10-25 Paper Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from...10 bytes (19 words) - 00:39, 9 December 2023
- Evaluation for the Renewal Hawkes Process 2022-03-28 Paper Accelerating the estimation of renewal Hawkes self-exciting point processes 2021-12-09 Paper Predicting...10 bytes (17 words) - 01:42, 11 December 2023
- GARCH 2023-11-17 Paper Bootstrap inference for Hawkes and general point processes 2023-06-09 Paper Multivariate variance targeting in the BEKK-GARCH model...10 bytes (16 words) - 22:05, 9 December 2023
- decomposition for Lévy processes inspected at Poisson moments 2023-05-08 Paper From reflected Lévy processes to stochastically monotone Markov processes via generalized...10 bytes (19 words) - 00:45, 9 December 2023
- Date of Publication Type Statistical causality for multivariate nonlinear time series via Gaussian process models 2023-02-17 Paper Dynamic quantile function...10 bytes (18 words) - 16:14, 12 December 2023
- IT 2024-03-27 Paper Hierarchy of temporal responses of multivariate self-excited epidemic processes 2023-07-26 Paper Portfolio selection with exploration...10 bytes (17 words) - 19:24, 8 December 2023
- and forecasting the spread of COVID-19 2022-05-05 Paper Multivariate Spatiotemporal Hawkes Processes and Network Reconstruction 2022-02-03 Paper A multilayer...10 bytes (19 words) - 09:56, 9 December 2023
- trust collapse in networked societies 2023-07-26 Paper Multivariate quadratic Hawkes processes—part I: theoretical analysis 2023-06-20 Paper Optimal cleaning...10 bytes (19 words) - 08:54, 9 December 2023
- help 2023-09-19 Paper Nonparametric estimation of locally stationary Hawkes processes 2023-06-02 Paper Variable selection, monotone likelihood ratio and...10 bytes (17 words) - 12:24, 9 December 2023
- criteria for selection of Hawkes process models of financial data 2018-11-14 Paper Applications of a multivariate Hawkes process to joint modeling of sentiment...10 bytes (17 words) - 14:02, 10 December 2023
- -- new perspectives. Volume 2: Data structures based on nonlinear relations and data processing methods 2020-05-29 Paper Data structures and algorithms...10 bytes (16 words) - 11:52, 6 October 2023
