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Lotz, Antoine

  1. A sparsity test for multivariate Hawkes processes
    2024/05/14 by Lotz, Antoine · 1 citation
    #60G5 #62F03 #62F12 #62F30 #FOS: Mathematics #Statistics Theory (math.ST)
  2. Some limit theorems for locally stationary Hawkes processes
    2025/01/28 by Deschatre, Thomas, Gruet, Pierre, Lotz, Antoine · 1 citation
    #60F05 #60G55 #62M10 #62P05 #FOS: Mathematics #Probability (math.PR)