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Time-frequency analysis of locally stationary Hawkes processes

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  • Roueff, Francois
  • von Sachs, Rainer

Abstract

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Suggested Citation

  • Roueff, Francois & von Sachs, Rainer, 2019. "Time-frequency analysis of locally stationary Hawkes processes," LIDAM Reprints ISBA 2019012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2019012
    Note: In : Bernoulli : a journal of mathematical statistics and probability, vol. 25, no. 2, p. 1355-1385 (2019)
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    Cited by:

    1. E A K Cohen & A J Gibberd, 2022. "Wavelet spectra for multivariate point processes [The spectral analysis of point processes]," Biometrika, Biometrika Trust, vol. 109(3), pages 837-851.
    2. von Sachs, Rainer, 2019. "Spectral Analysis of Multivariate Time Series," LIDAM Discussion Papers ISBA 2019008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

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