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    Estimating the Hawkes Process From a Discretely Observed Sample Path by Feng Chen (25347)

    Published 2025
    “…Finally, we apply the proposed estimator to the analysis of weekly count data on measles cases in Tokyo, Japan, and compare the results to one of the benchmark methods. The online supplementary materials contain a Julia package that implements our methodology, along with the technical proofs for two propositions. …”