Regular point processes and their detection
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(22)- Laws of large numbers in self-correcting point processes
- Suboptimal sequential estimation-detection scheme for Poisson driven linear systems
- Random point processes and martingales
- On a general stochastic epidemic model
- Adaptive estimation of doubly stochastic Poisson processes
- Comment on ``A review of self-exciting spatiotemporal point process and their applications by Alex Reinhart
- Stochastic models for the infectivity function in an infinite population of susceptible individuals
- Modeling the interdependence of volatility and inter-transaction duration processes.
- Truncated Hawkes point process modeling: system theory and system identification
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- On the entropy rate of stationary point processes and its discrete approximation
- Random time changes for multivariate counting processes
- High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration
- Spatio-temporal patterns of IED usage by the Provisional Irish Republican Army
- Point-process models of social network interactions: Parameter estimation and missing data recovery
- Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S\&P500 data
- A neural network based model for multi-dimensional non-linear Hawkes processes
- Latent Markov Time-Interaction Processes
- Mutually Exciting Point Processes with Latency
- Parameter estimation for the fractional Hawkes process
- Maximum likelihood estimation of Hawkes' self-exciting point processes
- Inference for earthquake models: A self-correcting model
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