Cumulants of Hawkes Processes are Robust to Observation Noise

     William Trouleau* 1 Jalal Etesami* 2 Matthias Grossglauser 1 Negar Kiyavash 2 Patrick Thiran 1

             Abstract                they are used to model the stochastic time evolution of limit
                                 order books (Da Fonseca & Zaatour, 2014; Abergel & Jedidi,
   Multivariate Hawkes processes (MHPs) are          2015). In neuroscience, they are used to model networks of
   widely used in a variety of fi ...