Compensator-based estimating equations unify several moment methods for compact-memory multivariate Hawkes processes, delivering uniform high-probability O(sqrt(log T / T)) rates, asymptotic normality, and exact efficiency-loss quantification relative to the likelihood score.
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A Bayesian mixed Hawkes process with Weibull baseline intensity and random effects is developed to model seizure clustering and heterogeneity in focal epilepsy from the Human Epilepsy Project data.
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Optimal Estimating Equations for Compact-Memory Hawkes Processes
Compensator-based estimating equations unify several moment methods for compact-memory multivariate Hawkes processes, delivering uniform high-probability O(sqrt(log T / T)) rates, asymptotic normality, and exact efficiency-loss quantification relative to the likelihood score.