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Locally stationary Hawkes processes

Bibliographic reference Roueff, François ; von Sachs, Rainer ; Sansonnet, Laure. Locally stationary Hawkes processes. In: Stochastic Processes and Their Applications, Vol. 126, no. 6, p. 1710-1743 (2016)
Permanent URL http://hdl.handle.net/2078.1/170138