By Dr Jeffrey Kwan

Journal articles

Kwan J; Chen F; Dunsmuir W, 2023, 'Alternative asymptotic inference theory for a non-stationary Hawkes process', Journal of Statistical Planning and Inference, http://dx.doi.org/10.1016/j.jspi.2023.03.004

Preprints

Kwan T-KJ; Chen F; Dunsmuir W, 2024, Likelihood inference of the non-stationary Hawkes process with non-exponential kernel, http://arxiv.org/abs/2408.09710v1

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