The following code can be used to reproduce the figures created for our Hawkes process paper in Annual Review of Statistics and Its Application. Figure 1 uses Python, while Figure 2 uses R.
Please cite using:
@article{annurev:/content/journals/10.1146/annurev-statistics-112723-034304,
author = "Laub, Patrick J. and Lee, Young and Pollett, Philip K. and Taimre, Thomas",
title = "Hawkes Models and Their Applications",
journal = "Annual Review of Statistics and Its Application",
issn = "2326-8298",
year = "2024",
publisher = "Annual Reviews",
url = "https://www.annualreviews.org/content/journals/10.1146/annurev-statistics-112723-034304",
doi = "https://doi.org/10.1146/annurev-statistics-112723-034304",
}