Hawkes process with a diffusion-driven baseline: long-run behavior, inference, statistical tests

Fuente: arXiv

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Bibliographic Details
Main Authors:	Perrin, Maya Sadeler, Bonnet, Anna, Dion-Blanc, Charlotte, Samson, Adeline
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.01447