Functional Laplace Transform of a Multivariate Hawkes Process, Subsequent Characteristics, and Numerical Approximations
Fuente:
arXiv
Saved in:
| Main Authors: | Vieille, Bartholomé, Senoussi, Rachid, Soubeyrand, Samuel |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Hawkes Models And Their Applications
by: Laub, Patrick J., et al.
Published: (2024)
by: Laub, Patrick J., et al.
Published: (2024)
Strong Approximations for Empirical Processes Indexed by Lipschitz Functions
by: Cattaneo, Matias D., et al.
Published: (2024)
by: Cattaneo, Matias D., et al.
Published: (2024)
Asymptotic Statistical Theory for the Samples Problems using the Functional Empirical Process, revisited I
by: Camara, Abdoulaye, et al.
Published: (2025)
by: Camara, Abdoulaye, et al.
Published: (2025)
Approximate Bayesian computation for stochastic hybrid systems with ergodic behaviour
by: Desmettre, Sascha, et al.
Published: (2025)
by: Desmettre, Sascha, et al.
Published: (2025)
Inference in stochastic differential equations using the Laplace approximation: Demonstration and examples
by: Thygesen, Uffe Høgsbro, et al.
Published: (2025)
by: Thygesen, Uffe Høgsbro, et al.
Published: (2025)
Credible Intervals for Probability of Failure with Gaussian Processes
by: Sorokin, Aleksei G., et al.
Published: (2023)
by: Sorokin, Aleksei G., et al.
Published: (2023)
A Top-Down Scale Approach for Multiscale Geographically and Temporally Weighted Regression
by: Geniaux, Ghislain, et al.
Published: (2026)
by: Geniaux, Ghislain, et al.
Published: (2026)
On the peak height distribution of non-stationary Gaussian random fields: 1D general covariance and scale space
by: Zhao, Yu, et al.
Published: (2025)
by: Zhao, Yu, et al.
Published: (2025)
Multivariate Representations of Univariate Marked Hawkes Processes
by: Davis, Louis, et al.
Published: (2024)
by: Davis, Louis, et al.
Published: (2024)
Transition probabilities for stochastic differential equations using the Laplace approximation: Analysis of the continuous-time limit
by: Thygesen, Uffe Høgsbro
Published: (2025)
by: Thygesen, Uffe Høgsbro
Published: (2025)
Multivariate extensions of the Multilevel Best Linear Unbiased Estimator for ensemble-variational data assimilation
by: Destouches, Mayeul, et al.
Published: (2023)
by: Destouches, Mayeul, et al.
Published: (2023)
Pairwise Distance-Diffusion Analysis (PDDA): A Geometric Framework for Estimating Hurst Exponents in Multivariate Long-Memory Processes
by: Soriano, Diogo C., et al.
Published: (2026)
by: Soriano, Diogo C., et al.
Published: (2026)
Wasserstein and Convex Gaussian Approximations for Non-stationary Time Series of Diverging Dimensionality
by: Liu, Miaoshiqi, et al.
Published: (2025)
by: Liu, Miaoshiqi, et al.
Published: (2025)
Unbiased Approximations for Stationary Distributions of McKean-Vlasov SDEs
by: Awadelkarim, Elsiddig, et al.
Published: (2024)
by: Awadelkarim, Elsiddig, et al.
Published: (2024)
Time-Uniform Self-Normalized Concentration for Vector-Valued Processes
by: Whitehouse, Justin, et al.
Published: (2023)
by: Whitehouse, Justin, et al.
Published: (2023)
Causal Identification for Complex Functional Longitudinal Studies
by: Ying, Andrew
Published: (2022)
by: Ying, Andrew
Published: (2022)
Estimating the growth rate of a birth and death process using data from a small sample
by: Heinzel, Carola Sophia, et al.
Published: (2025)
by: Heinzel, Carola Sophia, et al.
Published: (2025)
Inference of a Susceptible-Infectious stochastic model
by: Albano, Giuseppina, et al.
Published: (2024)
by: Albano, Giuseppina, et al.
Published: (2024)
On Confidence Sequences for Bounded Random Processes via Universal Gambling Strategies
by: Ryu, J. Jon, et al.
Published: (2022)
by: Ryu, J. Jon, et al.
Published: (2022)
Varadhan Functions, Variances, and Means on Compact Riemannian Manifolds
by: Cao, Yueqi
Published: (2026)
by: Cao, Yueqi
Published: (2026)
Modeling frequency distribution above a priority in presence of IBNR
by: Baradel, Nicolas
Published: (2024)
by: Baradel, Nicolas
Published: (2024)
Simulating Keystroke and Computing the Theoretical Probability of Infinite Monkey Theorem with Markov Process
by: Yi, Juncheng, et al.
Published: (2025)
by: Yi, Juncheng, et al.
Published: (2025)
Generalizing the Generalized Likelihood Ratio Method Through a Push-Out Leibniz Integration Approach
by: Ren, Xingyu, et al.
Published: (2025)
by: Ren, Xingyu, et al.
Published: (2025)
Stochastic Nonlinear Model Updating in Structural Dynamics Using a Novel Likelihood Function within the Bayesian-MCMC Framework
by: Pandey, Pushpa, et al.
Published: (2024)
by: Pandey, Pushpa, et al.
Published: (2024)
Decision-Focused Bias Correction for Fluid Approximation
by: Er, Can, et al.
Published: (2025)
by: Er, Can, et al.
Published: (2025)
Probabilistic Conformal Prediction with Approximate Conditional Validity
by: Plassier, Vincent, et al.
Published: (2024)
by: Plassier, Vincent, et al.
Published: (2024)
Improvements on Scalable Stochastic Bayesian Inference Methods for Multivariate Hawkes Process
by: Jiang, Alex Ziyu, et al.
Published: (2023)
by: Jiang, Alex Ziyu, et al.
Published: (2023)
Group Dispersal Modelling Revisited
by: Ayala, Mario, et al.
Published: (2024)
by: Ayala, Mario, et al.
Published: (2024)
Direct Inversion for the Squared Bessel Process and Applications
by: Malham, Simon J. A., et al.
Published: (2024)
by: Malham, Simon J. A., et al.
Published: (2024)
Optimal Experimental Design Criteria for Data-Consistent Inversion
by: Butler, Troy, et al.
Published: (2025)
by: Butler, Troy, et al.
Published: (2025)
Recursions on the marginals and exact computation of the normalizing constant for Gibbs processes
by: Hardouin, Cécile, et al.
Published: (2025)
by: Hardouin, Cécile, et al.
Published: (2025)
Bias-Corrected and Variance-Corrected MLE for the New Median Based Unit Weibull Distribution (MBUW)
by: Attia, Iman Mohammed
Published: (2025)
by: Attia, Iman Mohammed
Published: (2025)
A Jarque-Bera test for skew normal data
by: Ba, Diam, et al.
Published: (2025)
by: Ba, Diam, et al.
Published: (2025)
Bridging Control Variates and Regression Adjustment in A/B Testing: From Design-Based to Model-Based Frameworks
by: Zhang, Yu, et al.
Published: (2025)
by: Zhang, Yu, et al.
Published: (2025)
First and Second Moments and Fractional Anisotropy of General von Mises-Fisher and Peanut Distributions
by: Shyntar, Alexandra, et al.
Published: (2025)
by: Shyntar, Alexandra, et al.
Published: (2025)
Repelled point processes with application to numerical integration
by: Hawat, Diala, et al.
Published: (2023)
by: Hawat, Diala, et al.
Published: (2023)
Continuous-time modeling and bootstrap for chain-ladder reserving
by: Baradel, Nicolas
Published: (2024)
by: Baradel, Nicolas
Published: (2024)
A Novel Unit Distribution Named As Median Based Unit Rayleigh (MBUR): Properties and Estimations
by: Attia, Iman Mohammed
Published: (2024)
by: Attia, Iman Mohammed
Published: (2024)
Parametric ROC Analysis and Optimal Cutoff Selection under Scale Mixtures of Skew-Normal Distributions: A Decision-Theoretic Framework with Asymptotic Inference
by: de Paula, Renato, et al.
Published: (2026)
by: de Paula, Renato, et al.
Published: (2026)
Optimized combination of independent or simultaneous e-values
by: Ming, Jiahao, et al.
Published: (2026)
by: Ming, Jiahao, et al.
Published: (2026)
Similar Items
-
Hawkes Models And Their Applications
by: Laub, Patrick J., et al.
Published: (2024) -
Strong Approximations for Empirical Processes Indexed by Lipschitz Functions
by: Cattaneo, Matias D., et al.
Published: (2024) -
Asymptotic Statistical Theory for the Samples Problems using the Functional Empirical Process, revisited I
by: Camara, Abdoulaye, et al.
Published: (2025) -
Approximate Bayesian computation for stochastic hybrid systems with ergodic behaviour
by: Desmettre, Sascha, et al.
Published: (2025) -
Inference in stochastic differential equations using the Laplace approximation: Demonstration and examples
by: Thygesen, Uffe Høgsbro, et al.
Published: (2025)