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    - family: Muzy
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  citation-key: AchabUncovering2017
  container-title: PMLR
  event-title: International Conference on Machine Learning
  issued:
    - year: 2017
      month: 7
      day: 17
  title: Uncovering Causality from Multivariate Hawkes Integrated Cumulants
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  container-title: IEEE Transactions on Information Theory
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  container-title: Quantitative Finance
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  title: >-
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      month: 11
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- id: BowsherModelling2007
  accessed:
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      month: 5
      day: 29
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    Modelling security market events in continuous time: Intensity based,
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- id: BremaudHawkes2001
  accessed:
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      month: 3
      day: 16
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  citation-key: BremaudHawkes2001
  container-title: Journal of Applied Probability
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- id: BremaudPower2002
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      day: 16
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  page: 205-222
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    random excitation
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- id: BremaudPower2005
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      month: 3
      day: 16
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      given: Pierre
    - family: Massoulié
      given: Laurent
    - family: Ridolfi
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  citation-key: BremaudPower2005
  container-title: Advances in Applied Probability
  container-title-short: Adv. in Appl. Probab.
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  ISSN: 0001-8678, 1475-6064
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      month: 12
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  title: Power spectra of random spike fields and related processes
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- id: ChenDirect2017
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    - family: Stindl
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  citation-key: ChenDirect2017
  container-title: Journal of Computational and Graphical Statistics
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  ISSN: 1061-8600
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      month: 6
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- id: ChenInference2013
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    - family: Hall
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  citation-key: ChenInference2013
  container-title: Journal of Applied Probability
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    Inference for a Nonstationary Self-Exciting Point Process with an
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- id: DassiosExact2013
  accessed:
    - year: 2015
      month: 2
      day: 8
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    - family: Zhao
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  ISSN: 1083-589X
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      month: 7
  language: en
  title: Exact simulation of Hawkes process with exponentially decaying intensity
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- id: DuDirichletHawkes2015
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      day: 23
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    - family: Farajtabar
      given: Mehrdad
    - family: Ahmed
      given: Amr
    - family: Smola
      given: Alexander J.
    - family: Song
      given: Le
  citation-key: DuDirichletHawkes2015
  collection-title: KDD '15
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    Discovery and Data Mining
  DOI: 10.1145/2783258.2783411
  event-place: New York, NY, USA
  ISBN: 978-1-4503-3664-2
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  page: 219–228
  publisher: ACM
  publisher-place: New York, NY, USA
  title: >-
    Dirichlet-Hawkes Processes with Applications to Clustering Continuous-Time
    Document Streams
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- id: EichlerGraphical2016
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      day: 18
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    - family: Dueck
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  DOI: 10.1111/jtsa.12213
  ISSN: 1467-9892
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      month: 1
      day: 1
  language: en
  page: n/a-n/a
  title: >-
    Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link
    Functions
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- id: EmbrechtsMultivariate2011
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      month: 3
      day: 5
  author:
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      given: Paul
    - family: Liniger
      given: Thomas
    - family: Lin
      given: Lu
  citation-key: EmbrechtsMultivariate2011
  container-title: Journal of Applied Probability
  container-title-short: J. Appl. Probab.
  DOI: 10.1239/jap/1318940477
  ISSN: 0021-9002, 1475-6072
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      month: 8
  language: EN
  page: 367-378
  title: 'Multivariate Hawkes processes: an application to financial data'
  type: article-journal
  volume: 48A

- id: FanContinuoustime2021
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      month: 3
      day: 31
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      given: Xuhui
    - family: Li
      given: Bin
    - family: Zhou
      given: Feng
    - family: Sisson
      given: Scott A.
  citation-key: FanContinuoustime2021
  event-title: Advances in Neural Information Processing Systems
  issued:
    - year: 2021
      month: 5
      day: 21
  language: en
  title: Continuous-time edge modelling using non-parametric point processes
  type: paper-conference
  URL: https://openreview.net/forum?id=8bbevt2MKPX

- id: FilimonovApparent2013
  accessed:
    - year: 2014
      month: 6
      day: 10
  author:
    - family: Filimonov
      given: Vladimir
    - family: Sornette
      given: Didier
  citation-key: FilimonovApparent2013
  event-place: Rochester, NY
  genre: SSRN Scholarly Paper
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      month: 8
      day: 30
  number: ID 2371284
  publisher: Social Science Research Network
  publisher-place: Rochester, NY
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    process model: application to high-frequency financial data
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- id: FilimonovEffective2015
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      month: 3
      day: 30
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      given: Vladimir
    - family: Wheatley
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    - family: Sornette
      given: Didier
  citation-key: FilimonovEffective2015
  container-title: Communications in Nonlinear Science and Numerical Simulation
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      month: 5
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  title: >-
    Effective measure of endogeneity for the Autoregressive Conditional Duration
    point processes via mapping to the self-excited Hawkes process
  type: article-journal
  URL: http://arxiv.org/abs/1306.2245
  volume: '22'

- id: FilimonovQuantification2014
  accessed:
    - year: 2014
      month: 11
      day: 20
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      given: Vladimir
    - family: Bicchetti
      given: David
    - family: Maystre
      given: Nicolas
    - family: Sornette
      given: Didier
  citation-key: FilimonovQuantification2014
  collection-title: Understanding International Commodity Price Fluctuations
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  container-title-short: Journal of International Money and Finance
  DOI: 10.1016/j.jimonfin.2013.08.010
  ISSN: 0261-5606
  issued:
    - year: 2014
      month: 4
  page: 174-192
  title: >-
    Quantification of the high level of endogeneity and of structural regime
    shifts in commodity markets
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  volume: '42'

- id: FilimonovQuantifying2012
  accessed:
    - year: 2014
      month: 3
      day: 17
  author:
    - family: Filimonov
      given: Vladimir
    - family: Sornette
      given: Didier
  citation-key: FilimonovQuantifying2012
  container-title: Physical Review E
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    Quantifying reflexivity in financial markets: Toward a prediction of flash
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- id: GarciaBrief2002
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      month: 5
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  citation-key: GarciaBrief2002
  container-title: Advances in Imaging and Electron Physics
  DOI: 10.1016/S1076-5670(02)80042-8
  editor:
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      given: Peter W.
  issued:
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      month: 1
      day: 1
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  publisher: Elsevier
  title: A Brief Walk Through Sampling Theory
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- id: GodoyLocal2016
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      month: 8
      day: 18
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    - family: Solo
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    - family: Min
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    - family: Pasha
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  citation-key: GodoyLocal2016
  DOI: 10.1109/ICASSP.2016.7472468
  event-title: >-
    2016 IEEE International Conference on Acoustics, Speech and Signal
    Processing (ICASSP)
  ISBN: 978-1-4799-9988-0
  issued:
    - year: 2016
      month: 3
  page: 4199-4203
  publisher: IEEE
  title: Local likelihood estimation of time-variant Hawkes models
  type: paper-conference

- id: HalpinEM2012
  accessed:
    - year: 2014
      month: 11
      day: 18
  author:
    - family: Halpin
      given: Peter F.
  citation-key: HalpinEM2012
  container-title: Psychometrika
  issued:
    - year: 2012
  title: An EM algorithm for Hawkes process
  type: article-journal
  URL: >-
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  volume: '2'

- id: HalpinModelling2013
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      month: 11
      day: 18
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      given: Peter F.
    - family: Boeck
      given: Paul De
  citation-key: HalpinModelling2013
  container-title: Psychometrika
  container-title-short: Psychometrika
  DOI: 10.1007/s11336-013-9329-1
  ISSN: 0033-3123, 1860-0980
  issue: '4'
  issued:
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      month: 10
      day: 1
  language: en
  page: 793-814
  title: Modelling dyadic Interaction with Hawkes Processes
  type: article-journal
  URL: https://ppw.kuleuven.be/okp/_pdf/Halpin3002MDIWH.pdf
  volume: '78'

- id: HansenLasso2015
  accessed:
    - year: 2016
      month: 6
      day: 7
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    - family: Hansen
      given: Niels Richard
    - family: Reynaud-Bouret
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    - family: Rivoirard
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  citation-key: HansenLasso2015
  container-title: Bernoulli
  container-title-short: Bernoulli
  DOI: 10.3150/13-BEJ562
  ISSN: 1350-7265
  issue: '1'
  issued:
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      month: 2
  language: EN
  page: 83-143
  title: Lasso and probabilistic inequalities for multivariate point processes
  type: article-journal
  URL: http://arxiv.org/abs/1208.0570
  volume: '21'

- id: HardimanBranchingratio2014
  accessed:
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      month: 3
      day: 15
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      given: Stephen J.
    - family: Bouchaud
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  citation-key: HardimanBranchingratio2014
  container-title: Physical Review E
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  DOI: 10.1103/PhysRevE.90.062807
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  issued:
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      month: 12
      day: 11
  page: '062807'
  title: Branching-ratio approximation for the self-exciting Hawkes process
  type: article-journal
  URL: http://arxiv.org/abs/1403.5227
  volume: '90'

- id: HardimanCritical2013
  accessed:
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      given: Stephen J.
    - family: Bercot
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    - family: Bouchaud
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  citation-key: HardimanCritical2013
  container-title: The European Physical Journal B
  container-title-short: Eur. Phys. J. B
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  title: 'Critical reflexivity in financial markets: a Hawkes process analysis'
  type: article-journal
  URL: http://arxiv.org/abs/1302.1405
  volume: '86'

- id: HawkesCluster1974
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      month: 4
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    - family: Oakes
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  citation-key: HawkesCluster1974
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  title: A cluster process representation of a self-exciting process
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      month: 11
      day: 13
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      given: Alan G.
  citation-key: HawkesPoint1971
  container-title: Journal of the Royal Statistical Society. Series B (Methodological)
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  title: Point spectra of some mutually exciting point processes
  type: article-journal
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- id: HawkesSpectra1971
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  citation-key: HawkesSpectra1971
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  title: Spectra of some self-exciting and mutually exciting point processes
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  citation-key: JovanovicCumulants2015
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  title: Cumulants of Hawkes point processes
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  container-title: arXiv:1211.4039 [math]
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  title: Limit Theorems for Marked Hawkes Processes with Application to a Risk Model
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      given: Quyu
    - family: Rizoiu
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    - family: Xie
      given: Lexing
  citation-key: KongModeling2020
  collection-title: WSDM '20
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  publisher: Association for Computing Machinery
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  title: Some Monotonicity and Dependence Properties of Self-Exciting Point Processes
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    - family: Zha
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  container-title: Twenty-Eighth AAAI Conference on Artificial Intelligence
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    Learning Parametric Models for Social Infectivity in Multi-Dimensional
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- id: LinigerMultivariate2009
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  title: Multivariate Hawkes processes
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- id: MishraFeature2016
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      given: Swapnil
    - family: Rizoiu
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    - family: Xie
      given: Lexing
  citation-key: MishraFeature2016
  collection-title: CIKM '16
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  event-place: New York, NY, USA
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  publisher: ACM
  publisher-place: New York, NY, USA
  title: Feature Driven and Point Process Approaches for Popularity Prediction
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  URL: http://arxiv.org/pdf/1608.04862v2.pdf

- id: MitchellHawkes2010
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    - family: Cates
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  issue: '4'
  issued:
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  language: en
  page: '045101'
  title: 'Hawkes process as a model of social interactions: a view on video dynamics'
  type: article-journal
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  volume: '43'

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  citation-key: MohlerModeling2013
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    Modeling and estimation of multi-source clustering in crime and security
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    - family: Rasmussen
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  citation-key: MollerApproximate2006
  container-title: Methodology and Computing in Applied Probability
  container-title-short: Methodol Comput Appl Probab
  DOI: 10.1007/s11009-006-7288-z
  ISSN: 1387-5841, 1573-7713
  issue: '1'
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  page: 53-64
  title: Approximate Simulation of Hawkes Processes
  type: article-journal
  volume: '8'

- id: MollerPair2007
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  issue: '10'
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  title: The pair correlation function of spatial Hawkes processes
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- id: MollerPerfect2005
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  title: Perfect simulation of Hawkes processes
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  title: Maximum likelihood estimation of Hawkes' self-exciting point processes
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  collection-title: SITIS '14
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  publisher: IEEE Computer Society
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  title: >-
    Modeling Multi-topic Information Diffusion in Social Networks Using Latent
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    Modeling FX market activity around macroeconomic news: a Hawkes process
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  title: Bayesian inference for Hawkes processes
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- id: Reynaud-BouretAdaptive2010
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  title: Some non asymptotic tail estimates for Hawkes processes
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- id: RizoiuExpecting2017
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      given: Marian-Andrei
    - family: Xie
      given: Lexing
    - family: Sanner
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    - family: Cebrian
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    - family: Yu
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    - family: Van Hentenryck
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  citation-key: RizoiuExpecting2017
  collection-title: WWW '17
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  event-place: Perth, Australia
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  publisher: International World Wide Web Conferences Steering Committee
  publisher-place: Perth, Australia
  title: 'Expecting to be HIP: Hawkes Intensity Processes for Social Media Popularity'
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- id: RizoiuSIRHawkes2018
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    - family: Mishra
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    - family: Kong
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    - family: Carman
      given: Mark
    - family: Xie
      given: Lexing
  citation-key: RizoiuSIRHawkes2018
  container-title: Proceedings of the 2018 World Wide Web Conference
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  event-place: Republic and Canton of Geneva, CHE
  ISBN: 978-1-4503-5639-8
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      day: 23
  page: 419–428
  publisher: International World Wide Web Conferences Steering Committee
  publisher-place: Republic and Canton of Geneva, CHE
  title: >-
    SIR-Hawkes: Linking Epidemic Models and Hawkes Processes to Model Diffusions
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- id: SaichevGenerating2011
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  container-title: arXiv:1101.5564 [cond-mat, physics:physics]
  issued:
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      month: 1
      day: 28
  title: >-
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  type: article-journal
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- id: SaichevHierarchy2011
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  title: >-
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    - family: Xie
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    - family: Du
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    - family: Song
      given: Le
  citation-key: WangIsotonic2016
  collection-title: ICML'16
  container-title: >-
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  publisher: JMLR.org
  publisher-place: New York, NY, USA
  title: Isotonic Hawkes Processes
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- id: WheatleyHawkes2016
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    - family: Sornette
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  citation-key: WheatleyHawkes2016
  container-title: Comput. Stat. Data Anal.
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  issue: C
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  page: 120–135
  title: >-
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  type: article-journal
  volume: '94'

- id: WheatleyQuantifying2013
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  citation-key: WheatleyQuantifying2013
  event-place: ETH Zürich
  genre: Masters Thesis
  issued:
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      month: 7
  publisher-place: ETH Zürich
  title: >-
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  citation-key: ZadehPoint2013
  event-place: Rochester, NY
  genre: SSRN Scholarly Paper
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      day: 24
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  publisher: Social Science Research Network
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  citation-key: ZhouLearning2013
  container-title: >-
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  issued:
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  title: Learning triggering kernels for multi-dimensional Hawkes processes
  type: paper-conference
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- id: ZhuModerate2013
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      day: 16
  author:
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  citation-key: ZhuModerate2013
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  title: Moderate deviations for Hawkes processes
  type: article-journal
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  volume: '83'
...
