Theoretical analysis and simulation methods for Hawkes processes and their diffusion approximation. - Julien Chevallier; Anna Melnykova; Irene Tubikanec (CoRR, 2020)

Granger Causal Inference in Multivariate Hawkes Processes by Minimum Message Length. - Katerina Hlavácková-Schindler; Anna Melnykova; Irene Tubikanec (J. Mach. Learn. Res., 2024)