Mathematics

Debiased Whittle Estimation for Binned Hawkes Processes

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

Identifiability of Hawkes Processes

A sufficient condition for identifiability of Hawkes processes.

Wavelet Estimation of Hawkes Processes

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

Google Summer of Code

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.