A non-local estimator for locally stationary Hawkes processes
Fuente:
arXiv
Saved in:
| Main Authors: | Deschatre, Thomas, Gruet, Pierre, Lotz, Antoine |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Some limit theorems for locally stationary Hawkes processes
by: Deschatre, Thomas, et al.
Published: (2025)
by: Deschatre, Thomas, et al.
Published: (2025)
A sparsity test for multivariate Hawkes processes
by: Lotz, Antoine
Published: (2024)
by: Lotz, Antoine
Published: (2024)
Asymptotically distribution-free goodness-of-fit testing for point processes
by: Baars, Justin, et al.
Published: (2025)
by: Baars, Justin, et al.
Published: (2025)
Likelihood inference of the non-stationary Hawkes process with non-exponential kernel
by: Kwan, Tsz-Kit Jeffrey, et al.
Published: (2024)
by: Kwan, Tsz-Kit Jeffrey, et al.
Published: (2024)
Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity
by: Amorino, Chiara, et al.
Published: (2024)
by: Amorino, Chiara, et al.
Published: (2024)
Goodness-of-Fit Testing for Point Processes in Large Populations
by: Can, Sami Umut, et al.
Published: (2026)
by: Can, Sami Umut, et al.
Published: (2026)
Asymptotic behavior of the variance of the BLUE for the mean of stationary processes
by: Ginovyan, Mamikon S.
Published: (2026)
by: Ginovyan, Mamikon S.
Published: (2026)
Estimating the hyperuniformity exponent of point processes
by: Mastrilli, Gabriel, et al.
Published: (2024)
by: Mastrilli, Gabriel, et al.
Published: (2024)
Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
by: Barczy, Matyas, et al.
Published: (2021)
by: Barczy, Matyas, et al.
Published: (2021)
Patient recruitment forecasting in clinical trials using time-dependent Poisson-gamma model and homogeneity testing criteria
by: Anisimov, Volodymyr, et al.
Published: (2024)
by: Anisimov, Volodymyr, et al.
Published: (2024)
Estimation of parameters and local times in a discretely observed threshold diffusion model
by: Mazzonetto, Sara, et al.
Published: (2024)
by: Mazzonetto, Sara, et al.
Published: (2024)
Maximum likelihood estimation of mean functions for Gaussian processes under small noise asymptotics
by: Kobayashi, Mitsuki, et al.
Published: (2025)
by: Kobayashi, Mitsuki, et al.
Published: (2025)
Bayes, E-values and Testing
by: Polson, Nicholas G., et al.
Published: (2026)
by: Polson, Nicholas G., et al.
Published: (2026)
Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
by: Desgagné, Alain, et al.
Published: (2024)
by: Desgagné, Alain, et al.
Published: (2024)
Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes
by: Kühnert, Sebastian, et al.
Published: (2024)
by: Kühnert, Sebastian, et al.
Published: (2024)
Parameters estimation of a Threshold Chan-Karolyi-Longstaff-Sanders process from continuous and discrete observations
by: Mazzonetto, Sara, et al.
Published: (2025)
by: Mazzonetto, Sara, et al.
Published: (2025)
M-estimation for Gaussian processes with time-inhomogeneous drifts from high-frequency data
by: Shimizu, Yasutaka
Published: (2025)
by: Shimizu, Yasutaka
Published: (2025)
Hawkes autoregressive processes: a new model for multiscale and heterogeneous processes
by: Leblanc, Théo
Published: (2025)
by: Leblanc, Théo
Published: (2025)
LAN property for the parameter of the jump rate in mean field interacting systems of neurons
by: Duarte, Aline, et al.
Published: (2026)
by: Duarte, Aline, et al.
Published: (2026)
Estimating the tail index of Pareto-type distributions from geometric records
by: Alcalde, Martín, et al.
Published: (2026)
by: Alcalde, Martín, et al.
Published: (2026)
Modified weighted power variations of the Hermite process and applications to integrated volatility
by: Ayache, Antoine, et al.
Published: (2026)
by: Ayache, Antoine, et al.
Published: (2026)
Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
by: Desgagné, Alain, et al.
Published: (2025)
by: Desgagné, Alain, et al.
Published: (2025)
Improved thresholds for e-values
by: Blier-Wong, Christopher, et al.
Published: (2024)
by: Blier-Wong, Christopher, et al.
Published: (2024)
First versus full or first versus last: U-statistic change-point tests under fixed and local alternatives
by: Dehling, Herold, et al.
Published: (2026)
by: Dehling, Herold, et al.
Published: (2026)
Tests of independence for pairs of paths of non-stationary Gaussian processes
by: Ernst, Philip A., et al.
Published: (2025)
by: Ernst, Philip A., et al.
Published: (2025)
Strong consistency of pseudo-likelihood parameter estimator for univariate Gaussian mixture models
by: Lember, Jüri, et al.
Published: (2025)
by: Lember, Jüri, et al.
Published: (2025)
Rates of convergence to the local time of Oscillating and Skew Brownian Motions
by: Mazzonetto, Sara
Published: (2019)
by: Mazzonetto, Sara
Published: (2019)
On stable central limit theorems for multivariate discrete-time martingales
by: Häusler, Erich, et al.
Published: (2024)
by: Häusler, Erich, et al.
Published: (2024)
Statistical comparison of Hidden Markov Models via Fragment Analysis
by: Hernandez-Suarez, Carlos M., et al.
Published: (2025)
by: Hernandez-Suarez, Carlos M., et al.
Published: (2025)
Practical Boundary Degeneracy and Reverse-Martingale Limits in Sequential Binary Models
by: Chang, Yuan-chin Ivan
Published: (2026)
by: Chang, Yuan-chin Ivan
Published: (2026)
Reduced-bias estimation of the residual dependence index with unnamed marginals
by: Israelsson, Jennifer, et al.
Published: (2021)
by: Israelsson, Jennifer, et al.
Published: (2021)
Consistency of M-estimators for non-identically distributed data: the case of fixed-design distributional regression
by: Bücher, Axel, et al.
Published: (2025)
by: Bücher, Axel, et al.
Published: (2025)
A note on the asymptotic distribution of the Likelihood Ratio Test statistic under boundary conditions
by: Salucci, Clara Bertinelli, et al.
Published: (2025)
by: Salucci, Clara Bertinelli, et al.
Published: (2025)
Goodness-of-fit tests for spatial point processes: A review
by: Fend, Chiara, et al.
Published: (2025)
by: Fend, Chiara, et al.
Published: (2025)
Multiple change-points detection based on U-Statistics under weak dependence
by: Ngatchou-Wandji, Joseph, et al.
Published: (2025)
by: Ngatchou-Wandji, Joseph, et al.
Published: (2025)
Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion
by: Mishura, Yuliya, et al.
Published: (2024)
by: Mishura, Yuliya, et al.
Published: (2024)
Goodness-of-fit tests for spatial point processes: A power study
by: Fend, Chiara, et al.
Published: (2025)
by: Fend, Chiara, et al.
Published: (2025)
Layered Hill estimator for extreme data in clusters
by: Kang, Taegyu, et al.
Published: (2024)
by: Kang, Taegyu, et al.
Published: (2024)
Strong Convergence of Peaks Over a Threshold
by: Padoan, Simone A., et al.
Published: (2023)
by: Padoan, Simone A., et al.
Published: (2023)
Pre-averaging fractional processes contaminated by noise, with an application to turbulence
by: Chen, David, et al.
Published: (2022)
by: Chen, David, et al.
Published: (2022)
Similar Items
-
Some limit theorems for locally stationary Hawkes processes
by: Deschatre, Thomas, et al.
Published: (2025) -
A sparsity test for multivariate Hawkes processes
by: Lotz, Antoine
Published: (2024) -
Asymptotically distribution-free goodness-of-fit testing for point processes
by: Baars, Justin, et al.
Published: (2025) -
Likelihood inference of the non-stationary Hawkes process with non-exponential kernel
by: Kwan, Tsz-Kit Jeffrey, et al.
Published: (2024) -
Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity
by: Amorino, Chiara, et al.
Published: (2024)