Testing procedures based on maximum likelihood estimation for marked Hawkes processes

Anna Bonnet, Charlotte Dion-Blanc, Maya Sadeler Perrin. Testing procedures based on maximum likelihood estimation for marked Hawkes processes. Comput. Stat., 40(9):5573-5615, December 2025. [doi]

Authors

Anna Bonnet

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Charlotte Dion-Blanc

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Maya Sadeler Perrin

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