Some limit theorems for Hawkes processes and application to financial statistics, Stochastic Process. Appl, vol.123, p.3054533, 2013. ,
URL : https://hal.archives-ouvertes.fr/hal-00845004
Modelling microstructure noise with mutually exciting point processes, Quant. Finance, vol.13, pp.65-77, 2013. ,
URL : https://hal.archives-ouvertes.fr/hal-01313995
First-and second-order statistics characterization of Hawkes processes and non-parametric estimation, IEEE Trans. Inform. Theory, vol.62, p.3480107, 2016. ,
URL : https://hal.archives-ouvertes.fr/hal-01313834
The minimum of a branching random walk outside the boundary case, Bernoulli, vol.24, pp.801-841, 2018. ,
Random walks with stationary increments and renewal theory, Mathematical Centre Tracts, vol.112, 1979. ,
Stability of nonlinear Hawkes processes, Ann. Probab, vol.24, pp.1563-1588, 1996. ,
Mean-field limit of generalized Hawkes processes, Stochastic Process. Appl, vol.127, p.3718099, 2017. ,
URL : https://hal.archives-ouvertes.fr/hal-01217407
Microscopic approach of a time elapsed neural model, Math. Models Methods Appl. Sci, vol.25, p.3411353, 2015. ,
URL : https://hal.archives-ouvertes.fr/hal-01159215
, Renewal in Hawkes Processes with Self-Excitation and Inhibition. Preprint, 2018.
URL : https://hal.archives-ouvertes.fr/hal-01683954
An introduction to the theory of point processes, Elementary theory and methods, vol.I, p.1950431, 2003. ,
An introduction to the theory of point processes, General theory and structure, vol.II, p.2371524, 2008. ,
Statistical inference versus mean field limit for Hawkes processes, Electron. J. Stat, vol.10, pp.1223-1295, 2016. ,
URL : https://hal.archives-ouvertes.fr/hal-01367752
Hawkes processes on large networks, Ann. Appl. Probab, vol.26, pp.216-261, 2016. ,
URL : https://hal.archives-ouvertes.fr/hal-01102806
Multi-class oscillating systems of interacting neurons, Stochastic Process. Appl, vol.127, p.3646433, 2017. ,
Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels, 2016. ,
, Transient characteristics of an M/M/? system, vol.27, p.1341889, 1995.
URL : https://hal.archives-ouvertes.fr/inria-00074289
Spectra of some self-exciting and mutually exciting point processes, Biometrika, vol.58, p.278410, 1971. ,
Cluster Models for Earthquakes: Regional Comparisons, Bull. Int. Statist. Inst, vol.45, pp.454-461, 1973. ,
A cluster process representation of a selfexciting process, J. Appl. Probability, vol.11, pp.493-503, 1974. ,
How big is the minimum of a branching random walk?, Ann. Inst. Henri Poincaré Probab. Stat, vol.52, pp.233-260, 2016. ,
URL : https://hal.archives-ouvertes.fr/hal-00826652
Limit theorems for nearly unstable Hawkes processes, Ann. Appl. Probab, vol.25, p.3313750, 2015. ,
URL : https://hal.archives-ouvertes.fr/hal-01138784
Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes, Ann. Appl. Probab, vol.26, pp.2860-2882, 2016. ,
Special functions and their applications, 1965. ,
Genealogy of the extremal process of the branching random walk, ALEA Lat. Am. J. Probab. Math. Stat, vol.15, p.3852245, 2018. ,
URL : https://hal.archives-ouvertes.fr/hal-01326628
Concentration inequalities and model selection, Berlin Lectures from the 33rd Summer School on Probability Theory, 2003. ,
Perfect simulation of Hawkes processes, Adv. in Appl. Probab, vol.37, p.2156552, 2005. ,
Statistical models for earthquake occurrences and residual analysis for point processes, Journal of American Statistical Association, vol.83, pp.9-27, 1988. ,
Inference of functional connectivity in Neurosciences via Hawkes processes, 1st IEEE Global Conference on Signal and Information Processing, 2013. ,
URL : https://hal.archives-ouvertes.fr/hal-00866823
Some non asymptotic tail estimates for Hawkes processes, Bull. Belg. Math. Soc. Simon Stevin, vol.13, p.2293215, 2006. ,
Adaptive estimation for Hawkes processes; application to genome analysis, Ann. Statist, vol.38, pp.2781-2822, 2010. ,
URL : https://hal.archives-ouvertes.fr/hal-00863958
Stochastic networks and queues, French ed. Applications of Mathematics, vol.52, p.1996883, 2003. ,
Real and complex analysis, p.2, 1987. ,
Branching random walks, Cham 42nd Saint Flour Probability Summer School, p.3444654, 2012. ,
URL : https://hal.archives-ouvertes.fr/hal-01275563
On a probability problem arising in the theory of counters, Proc. Cambridge Philos. Soc, vol.52, p.81585, 1956. ,
Introduction to the theory of queues. University Texts in the Mathematical Sciences, 1962. ,
, Coupling, stationarity, and regeneration. Probability and its Applications, 2000.
The Laplace Transform, Princeton Mathematical Series, issue.6, 1941. ,
, CMAP