Publications

A novel wavelet based method that allows for estimation of time-varying structures for locally- and non- stationary Hawkes processes.

A sufficient condition for identifiability of Hawkes processes.

Debiased Whittle estimation for binned Hawkes processes alongside wavelet estimation of temporal parameters.

Google Summer of Code (GSoC) is an international program in which Google awards stipends to contributors who successfully complete a free and open-source software coding project during the summer.