Add to ORKGThis article concerns a simulation algorithm for unmarked and marked Hawkes processes. The algorithm suffers from edge effects but is much faster than the perfect simulation algorithm introduced in our previous work [12]. We derive various useful measures for the error committed when using the algorithm, and we discuss various empirical results for the algorithm compared with perfect simulations
Hawkes process are very popular mathematical tools for modeling phenomena exhibiting a self-exciting...
International audienceWe propose a fast and efficient estimation method that is able to accurately r...
In this thesis, we present and analyze three algorithms that are designed to make computer simulatio...
Hawkes processes are important in point process theory and its applications, and simulation of such ...
The usual straightforward simulation algorithm for (marked or unmarked) Hawkes processes suffers fro...
Our objective is to construct a perfect simulation algorithm for unmarked and marked Hawkes processe...
This manuscript addresses the EM algorithm developed in Halpin & De Boeck (in press). The runtim...
In this article we obtain rates of convergence to equilibrium of marked Hawkes processes in two situ...
We introduce a numerically efficient simulation algorithm for Hawkes process with exponentially deca...
Linear Hawkes processes form a class of branching point processes that is especially relevant to sei...
Visual Analytics offers various interesting methods to explore high dimensional data interactively. ...
The Hawkes process is a practically and theoretically important class of point processes, but parame...
Many real life processes that we would like to model have a self-exciting property, i.e. the occurre...
This software is designed to support the research reported in Warnings about future jumps: propertie...
International audienceMany fits of Hawkes processes to financial data look rather good but most of t...
Hawkes process are very popular mathematical tools for modeling phenomena exhibiting a self-exciting...
International audienceWe propose a fast and efficient estimation method that is able to accurately r...
In this thesis, we present and analyze three algorithms that are designed to make computer simulatio...
Hawkes processes are important in point process theory and its applications, and simulation of such ...
The usual straightforward simulation algorithm for (marked or unmarked) Hawkes processes suffers fro...
Our objective is to construct a perfect simulation algorithm for unmarked and marked Hawkes processe...
This manuscript addresses the EM algorithm developed in Halpin & De Boeck (in press). The runtim...
In this article we obtain rates of convergence to equilibrium of marked Hawkes processes in two situ...
We introduce a numerically efficient simulation algorithm for Hawkes process with exponentially deca...
Linear Hawkes processes form a class of branching point processes that is especially relevant to sei...
Visual Analytics offers various interesting methods to explore high dimensional data interactively. ...
The Hawkes process is a practically and theoretically important class of point processes, but parame...
Many real life processes that we would like to model have a self-exciting property, i.e. the occurre...
This software is designed to support the research reported in Warnings about future jumps: propertie...
International audienceMany fits of Hawkes processes to financial data look rather good but most of t...
Hawkes process are very popular mathematical tools for modeling phenomena exhibiting a self-exciting...
International audienceWe propose a fast and efficient estimation method that is able to accurately r...
In this thesis, we present and analyze three algorithms that are designed to make computer simulatio...