A constrained least-squares estimator for Hawkes processes using orthonormal Laguerre basis, Lyapunov Gram matrix construction, and sum-of-squares constraints solved via SDP to enforce positivity and stability.
Hawkes identification with a pre- scribed causal basis: Closed-form estimators and asymptotics
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A System-Theoretic Approach to Hawkes Process Identification with Guaranteed Positivity and Stability
A constrained least-squares estimator for Hawkes processes using orthonormal Laguerre basis, Lyapunov Gram matrix construction, and sum-of-squares constraints solved via SDP to enforce positivity and stability.